Zobrazeno 1 - 1
of 1
pro vyhledávání: '"Khurshid, Sabrina"'
Sharpe Ratio (SR) is a critical parameter in characterizing financial time series as it jointly considers the reward and the volatility of any stock/portfolio through its variance. Deriving online algorithms for optimizing the SR is particularly chal
Externí odkaz:
http://arxiv.org/abs/2406.06552