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- Universal_portfolio_algorithm abstract "The universal portfolio algorithm is a portfolio selection algorithm from the field of machine learning and information theory. The algorithm learns adaptively from historical data and maximizes the log-optimal growth rate in the long run. It was introduced by the late Stanford University information theorist Thomas M. Cover.The algorithm rebalances the portfolio at the beginning of each trading period. At the beginning of the first trading period it starts with a naive diversification. In the following trading periods the portfolio composition depends on the historical total return of all possible constant-rebalanced portfolios.".
- Universal_portfolio_algorithm wikiPageID "37787103".
- Universal_portfolio_algorithm wikiPageLength "1068".
- Universal_portfolio_algorithm wikiPageOutDegree "6".
- Universal_portfolio_algorithm wikiPageRevisionID "664890037".
- Universal_portfolio_algorithm wikiPageWikiLink Category:Finance.
- Universal_portfolio_algorithm wikiPageWikiLink Category:Machine_learning.
- Universal_portfolio_algorithm wikiPageWikiLink Information_theory.
- Universal_portfolio_algorithm wikiPageWikiLink Machine_learning.
- Universal_portfolio_algorithm wikiPageWikiLink Stanford_University.
- Universal_portfolio_algorithm wikiPageWikiLink Thomas_M._Cover.
- Universal_portfolio_algorithm wikiPageWikiLinkText "Universal portfolio algorithm".
- Universal_portfolio_algorithm wikiPageUsesTemplate Template:Orphan.
- Universal_portfolio_algorithm wikiPageUsesTemplate Template:Reflist.
- Universal_portfolio_algorithm subject Category:Finance.
- Universal_portfolio_algorithm subject Category:Machine_learning.
- Universal_portfolio_algorithm hypernym Algorithm.
- Universal_portfolio_algorithm type Software.
- Universal_portfolio_algorithm comment "The universal portfolio algorithm is a portfolio selection algorithm from the field of machine learning and information theory. The algorithm learns adaptively from historical data and maximizes the log-optimal growth rate in the long run. It was introduced by the late Stanford University information theorist Thomas M. Cover.The algorithm rebalances the portfolio at the beginning of each trading period. At the beginning of the first trading period it starts with a naive diversification.".
- Universal_portfolio_algorithm label "Universal portfolio algorithm".
- Universal_portfolio_algorithm sameAs Q7894147.
- Universal_portfolio_algorithm sameAs m.0nhhwxb.
- Universal_portfolio_algorithm sameAs Q7894147.
- Universal_portfolio_algorithm wasDerivedFrom Universal_portfolio_algorithm?oldid=664890037.
- Universal_portfolio_algorithm isPrimaryTopicOf Universal_portfolio_algorithm.