Machine learning and finance

Posted in Science on September 14, 2008


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

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Tags: Science, Lectures, Computer Science, Machine Learning, VideoLectures.Net