یادگیری ماشینی برای مهندسی مالی ۲۰۱۲
Machine Learning For Financial Engineering 2012

1. Contents

2. Preface

1. On the History of the Growth-Optimal Portfolio M. M. Christensen

2. Empirical Log-Optimal Portfolio Selections: A Survey L. Gyorfi, Gy. Ottucsak and A. Urban

3. Log-Optimal Portfolio-Selection Strategies with Proportional Transaction Costs L. Gyorfi and H. Walk

4. Growth-Optimal Portfolio Selection with Short Selling and Leverage M. Horvath and A. Urban

5. Nonparametric Sequential Prediction of Stationary Time Series L. Gyorfi and Gy. Ottucsak

6. Empirical Pricing American Put Options L. Gyorfi and A. Telcs

9. Index