Machine learning and finance
Lecture slides:
- Machine learning and portfolio selections. I
- Growth rate
- Static portfolio selection
- Assume that
- Dynamic portfolio selection
- For the first day
- log-optimum portfolio
- Optimality
- Proof
- History
- Example 1
- Cash
- Example 2
- Example 3
- Example 5
- Graph
Author: László Györfi , Budapest University Of Technology And Economics