Y. Singer. Switching portfolios. International Journal of Neural Systems, 8:445--455, 1997. Home/Search Document Not in Database Summary Related Articles Check |
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On-Line Portfolio Selection Using Multiplicative Updates - Helmbold, Schapire, Singer, .. (1998) (13 citations) Self-citation (Singer) (Correct)
....against the best single constant rebalanced portfolio. However, this assumption is far from being realistic. This suggests applying techniques developed for tracking a drifting concept [3, 16] to on line portfolio selection in a changing market. This approach was recently explored by Singer [22]. There is also more theoretical work to be done in order to understand why EG(j) seems to perform better than Cover s algorithm despite the clear theoretical superiority of his algorithm. Acknowledgments Thanks to Tom Cover and Erik Ordentlich for providing us with the stock market data ....
Yoram Singer. Switching portfolios. International Journal of Neural Systems, to appear.
Finance and Stochastics manuscript No. - Will Be Inserted (Correct)
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Y. Singer. Switching portfolios. International Journal of Neural Systems, 8:445--455, 1997.
On the Competitive Theory and Practice of Portfolio Selection - Borodin, El-Yaniv, Gogan (2002) (1 citation) (Correct)
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Singer, Y.: Switching portfolios. International Journal of Neural Systems 84 (1997) 445-455
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