We plan a volume under the (preliminary) title ''Machine Learning for Financial Engineering'' L. Györfi , Gy. Ottucsák and H. Walk (Editors), Imperial College Press. In the sequel, there are six papers for such a volume.
Front Material
Chapter 1: On the History of the Growth Optimal Portfolio
M. M. Christensen
Chapter 2: Empirical Log-optimal Portfolio Selections: A Survey
L. Györfi, Gy. Ottucsák and A. Urbán
Chapter 3: Log-optimal Portfolio Selection with Proportional Transaction Costs
L. Györfi and H. Walk
Chapter 4: Log-optimal Portfolio with short selling and leverage
M. Horváth and A. Urbán
Chapter 5: Nonparametric Sequential Prediction of Stationary Time Series
L. Györfi and Gy. Ottucsák
Chapter 6: Empirical Pricing American Put Options
L. Györfi and A. Telcs
