Log-optimal portfolio:lectures


Empirical Portfolio Selection
L. Gy�rfi, Advances in Machine Learning for Computational Finance 2009, AMLCF 2009, London, England, July 2009. 1 video
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Empirical log-optimal portfolio selection
L. Gy�rfi, Workshop on nonparametric function estimation with applications in finance 2009, Oulu, Finland , June 2009.
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Machine learning and finance
L. Gy�rfi, Machine Learning Summer School 2007, MLSS 2007, Tuebingen, Germany, August 2007. 2 videos
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Principal component and constantly re-balanced portfolio
L. Gy�rfi and Gy. Ottucs�k, Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance 2007, AMaMeF 2007, Wien, Austria, September 17-22, 2007.
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Growth Optimal Portfolio Selection Strategies with Transaction Cost
L. Gy�rfi, Gy. Ottucs�k and I. Vajda, Workshop and Mid-Term Conference on Advanced Mathematical Methods for Finance 2007, AMaMeF 2007, Wien, Austria, September 17-22, 2007.
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