7 search results - page 1 / 2 » Universal Data Compression and Portfolio Selection |
FOCS
1996
IEEE
13 years 10 months ago
1996
IEEE
ICASSP
2008
IEEE
14 years 25 days ago
2008
IEEE
In this paper, we consider online (sequential) portfolio selection in a competitive algorithm framework under transaction costs. We construct a sequential algorithm for portfolio ...
FOCS
2000
IEEE
13 years 10 months ago
2000
IEEE
A constant rebalanced portfolio is an investment strategy that keeps the same distribution of wealth among a set of stocks from day to day. There has been much work on Cover'...
ISCA
1998
IEEE
13 years 10 months ago
1998
IEEE
Data compression and prediction are closely related. Thus prediction methods based on data compression algorithms have been suggested for the branch prediction problem. In this wo...
DCC
2006
IEEE
14 years 6 months ago
2006
IEEE
Abstract. We propose measures for compressed data structures, in which space usage is measured in a data-aware manner. In particular, we consider the fundamental dictionary problem...