Portfolio management: an empirical study of the Anticor algorithm
The Anticor algorithm for portfolio selection, developed by Borodin, El-Yaniv, and Gogan, is empirically studied. In their original presentation of this algorithm, Borodin et al. provided results on historical markets, demonstrating that the Anticor algorithm not only "beats the market"&#...
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| Format: | Others |
| Language: | en |
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McGill University
2007
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| Online Access: | http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=18432 |