| |
| |
Empirical log-optimal portfolio selections: a survey
|
| |
L. Györfi, Gy. Ottucsák and A. Urbán,
Machine Learning Summer School 2007, MLSS 2007,
Tuebingen, Germany, August 2007.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Nonparametric prediction
|
| |
L. Györfi and D. Schäfer, in
Advances in Learning Theory: Methods, Models and Applications, J.A.K Suykens,
G. Horváth, S. Basu, C. Micchelli, J. Vandevalle (Eds.), IOS Press, NATO SCIENCE Series
pp. 341-356, 2003.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Nonparametric kernel-based sequential investment strategies
|
| |
L. Györfi, G. Lugosi and F. Udina,
Mathematical Finance, 16:337-357, 2006.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Nonparametric nearest neighbor based empirical portfolio selection strategies
|
| |
L. Györfi, F. Udina and H. Walk,
Statistics & Decisions, 26:145-157, 2008.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Kernel-based semi-log-optimal empirical portfolio selection strategies
|
| |
L. Györfi, A. Urbán and I. Vajda,
International Journal of Theoretical and Applied Finance, 10:505-516, May 2007.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Growth optimal portfolio selection strategies with transaction costs
|
| |
L. Györfi and I. Vajda,
in Algorithmic Learning Theory,
Freund, Y.; Györfi, L.;Turán, G.; Zeugmann, Th. (Eds.),
Lecture Notes in Computer Science, Vol. 5254, Springer Verlag, pp. 108-122.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
St. Petersburg Portfolio Games
|
| |
L. Györfi and P. Kevei,
Algorithmic Learning Theory, LNAI 5809, 83-96, 2009.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
An Asymptotic Analysis of the Mean-Variance portfolio selection
|
| |
Gy. Ottucsák and I. Vajda,
Statistics & Decisions, 25:63-88, 2007.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Analysis of semi-log-optimal investment strategies
|
| |
I. Vajda,
in Proc. Prague Stochastics 2006 (Prague), pp. 719-727, August 21-25, 2006.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Nonparametric estimation for financial investment under log-utility
|
| |
D. Schäfer
Ph.D. thesis, 2002.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
On the History of the Growth Optimal Portfolio
|
| |
Morten Mosegaard Christensen,
Technial Report Survey, 2005.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Empirical portfolio selection strategies with proportional transaction cost
|
| |
L. Györfi and I. Walk,
IEEE Trans. Information Theory, 58:6320-6331, 2012.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
The growth optimal investment strategy is secure, too
|
| |
L. Györfi , Gy. Ottucsák and I. Walk,
in Optimal Financial Decision Making Under Uncertainty,edited by G. Consigli, D. Kuhn and P. Brandimarte, Springer, Heidelberg
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Egy új nemparaméteres elv predikció konstruálására: szakértők kombinálása
|
| |
Györfi László,
MTA székfoglaló, 2001.
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
| |
Empirikus portfólióstratégiák
|
| |
Ottucsák György és Vajda István,
Közgazdasági Szemle, 53:624-640, July-August 2006. (in Hungarian)
|
|
|
ps
|
|
pdf
|
|
bib
|
|
|
|
| |
