Universal portfolios via context trees

Suleyman S. Kozat, Andrew C. Singer, Andrew J. Bean. Universal portfolios via context trees. In Proceedings of the IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2008, March 30 - April 4, 2008, Caesars Palace, Las Vegas, Nevada, USA. pages 2093-2096, IEEE, 2008. [doi]

Abstract

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