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pro vyhledávání: '"Loonat, Fayyaaz"'
Autor:
Loonat, Fayyaaz
A dissertation submitted to the Faculty of Science, University of the Witwatersrand, in fulfilment of the requirements for the degree of Master of Science, 2017
Previousresearchofsequentialinvestmentstrategiesforportfolioselectionhaveshownthatt
Previousresearchofsequentialinvestmentstrategiesforportfolioselectionhaveshownthatt
Externí odkaz:
http://hdl.handle.net/10539/23537
Autor:
Gebbie, Tim, Loonat, Fayyaaz
Publikováno v:
PLoS ONE 13(9): e0202788 (2018)
We consider and extend the adversarial agent-based learning approach of Gy{\"o}rfi {\it et al} to the situation of zero-cost portfolio selection implemented with a quadratic approximation derived from the mutual fund separation theorems. The algorith
Externí odkaz:
http://arxiv.org/abs/1605.04600
Autor:
Loonat, Fayyaaz1, Gebbie, Tim1,2 tim.gebbie@uct.ac.za
Publikováno v:
PLoS ONE. 9/25/2018, Vol. 13 Issue 9, p1-38. 38p.