Abstract: We consider the memory requirements of stock-market investment algorithms through their finite state machine (FSM) implementations.
Abstract: We consider the memory requirements of stock-market investment algorithms through their finite state machine (FSM) implementations.
This work considers the memory requirements of stock-market investment algorithms through their finite state machine (FSM) implementations, and shows that ...
We consider the memory requirements of stock-market investment algorithms through their finite state machine (FSM) implementations.
Now let the portfolio b(T) depend on a finite state memory. Tntl f(Tn, Xn), Tn E {1, 2,. ,d}. Here ƒ is some fixed memory updating function. For example, the ...
May 1, 2024 · Abstract. We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let xi = (xii, xi2, ...
Missing: memory | Show results with:memory
Abstract. It is shown that the finite-order universal portfolios generated by independent discrete random variables are constant rebalanced portfolios.
Missing: memory | Show results with:memory
The performance of the finite-order universal portfolio strategies has been shown to be better than Constant Rebalanced Portfolio with some selected parameters ...
Missing: memory | Show results with:memory
Abstract. A Constant Rebalanced Portfolio (CRP) is an investment strategy which reinvests by redistributing wealth equally among a set of stocks.
*. We exhibit an algorithm for portfolio selection that asymptotically outperforms the best stock in the market. Let x¡ (Xi Xiz Xim)¹ denote the performance of ...
Missing: memory | Show results with:memory