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Dochow, Robert
Libros de: Dochow, Robert
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Online Algorithms for the Portfolio Selection Problem
Dochow, Robert
Springer Verlag (2016)
- EAN: 9783658135270
- Páginas: 211
- Fecha de edición: 2016
pvp.71,95 €
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Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online ...
