Abstract
In this chapter two new online algorithms for the portfolio selection problem are proposed. They contribute to close the gap between the finance community and the machine learning community. The algorithms incorporate risk management, but also have a provable lower bound on the terminal wealth in a worst-case scenario. The results4 of this chapter are already presented, submitted and published at international conferences5 and conference proceedings6
This is a preview of subscription content, log in via an institution to check access.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
Author information
Authors and Affiliations
Corresponding author
Rights and permissions
Copyright information
© 2016 Springer Fachmedien Wiesbaden
About this chapter
Cite this chapter
Dochow, R. (2016). Proposed Algorithms with Risk Management. In: Online Algorithms for the Portfolio Selection Problem. Springer Gabler, Wiesbaden. https://doi.org/10.1007/978-3-658-13528-7_5
Download citation
DOI: https://doi.org/10.1007/978-3-658-13528-7_5
Published:
Publisher Name: Springer Gabler, Wiesbaden
Print ISBN: 978-3-658-13527-0
Online ISBN: 978-3-658-13528-7
eBook Packages: Economics and FinanceEconomics and Finance (R0)