Springer Nature
Online Algorithms For The Portfolio Selection Problem
Miglior prezzo disponibile
39,99$
Springer Nature · Spedizione gratuita
VISAPayPal
Prezzi aggiornati
Specifiche
MarcaSpringer Nature
CondizioneNuovo
Descrizione
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 algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given.
Storico prezzi
Ricevi una notifica se il prezzo scende
Ti invieremo un'email quando il prezzo di questo prodotto diminuirà.
- Aggiornamenti dei prezzi in tempo reale
- Oltre 50 negozi monitorati
- Avvisi gratuiti di calo prezzo
- Solo negozi verificati
Avvisami quando il prezzo scende sotto: 39,99$
Prodotti simili
Una selezione di prodotti che potrebbero interessarti. Guarda tutti
Online Algorithms For The Portfolio Selection Problem
54,99$
Bio-Inspired Algorithms For The Vehicle Routing Problem
179,00$
Intelligent Algorithms For Packing And Cutting Problem
169,99$
Evolutionary And Memetic Computing For Project Portfolio Selection And Scheduling
129,00$
Online Algorithms For Optimal Energy Distribution In Microgrids
54,99$
Efficient Online Learning Algorithms For Total Least Square Problems
159,99$
Portfolio Theory And The Demand For Money
84,99$
Mathematics For The Analysis Of Algorithms
55,99$