Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering
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Published By IMPERIAL COLLEGE PRESS

9781848168138, 9781848168145

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0003 ◽

2012 ◽

pp. 119-152 ◽

Cited By ~ 1

Author(s):

László Györfi ◽

Harro Walk

Keyword(s):

Transaction Costs ◽

Portfolio Selection ◽

Optimal Portfolio ◽

Proportional Transaction Costs ◽

Selection Strategies ◽

Optimal Portfolio Selection

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BACK MATTER

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_bmatter ◽

2012 ◽

pp. 249-250

Author(s):

László Györfi ◽

György Ottucsák ◽

Harro Walk

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Nonparametric Sequential Prediction of Stationary Time Series

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0005 ◽

2012 ◽

pp. 179-226 ◽

Cited By ~ 1

Author(s):

László Györfi ◽

György Ottucsák

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Sequential Prediction

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Empirical Pricing American Put Options

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0006 ◽

2012 ◽

pp. 227-248

Author(s):

László Györfi ◽

András Telcs

Keyword(s):

Put Options ◽

American Put Options ◽

American Put

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FRONT MATTER

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_fmatter ◽

2012 ◽

pp. i-ix ◽

Cited By ~ 1

Author(s):

László Györfi ◽

György Ottucsák ◽

Harro Walk

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Growth-Optimal Portfolio Selection with Short Selling and Leverage

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0004 ◽

2012 ◽

pp. 153-178 ◽

Cited By ~ 2

Author(s):

Márk Horváth ◽

András Urbán

Keyword(s):

Portfolio Selection ◽

Short Selling ◽

Optimal Portfolio ◽

Growth Optimal Portfolio ◽

Optimal Portfolio Selection

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On the History of the Growth-Optimal Portfolio

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0001 ◽

2012 ◽

pp. 1-79 ◽

Cited By ~ 4

Author(s):

Morten Mosegaard Christensen

Keyword(s):

Optimal Portfolio ◽

Growth Optimal Portfolio ◽

History Of

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Empirical Log-Optimal Portfolio Selections: A Survey

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0002 ◽

2012 ◽

pp. 81-118 ◽

Cited By ~ 4

Author(s):

László Györfi ◽

György Ottucsák ◽

András Urbán

Keyword(s):

Optimal Portfolio

Download Full-text

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial EngineeringLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By IMPERIAL COLLEGE PRESS

Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs

BACK MATTER

Nonparametric Sequential Prediction of Stationary Time Series

Empirical Pricing American Put Options

FRONT MATTER

Growth-Optimal Portfolio Selection with Short Selling and Leverage

On the History of the Growth-Optimal Portfolio

Empirical Log-Optimal Portfolio Selections: A Survey

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering
Latest Publications