Never Such Innocence Again by Giles Ekins

Never Such Innocence Again by Giles Ekins

Robert Dochow mathematically derives a simplified classification structure of selected types of the portfolio selection problem. He proposes two new competitive online algorithms with risk management, which he evaluates analytically. The author empirically evaluates online algorithms by a comprehensive statistical analysis. Concrete results are that follow-the-loser algorithms show the most promising performance when the objective is the maximization of return on investment and risk-adjusted performance. In addition, when the objective is the minimization of risk, the two new algorithms with risk management show excellent performance. A prototype of a software tool for automated evaluation of algorithms for portfolio selection is given.
Contents- Performance Evaluation- Selected Algorithms from the Literature- Proposed Algorithms with Risk Management- Empirical Testing of Algorithms- A Software Tool for Testing
Target Groups- Scientists and students from the fields of finance, operations research, and machine learning- Practitioners in banks and insurance companies, traders and brokers
The AuthorDr. Robert Dochow completed his dissertation under the supervision of Prof. Dr. Günter Schmidt at the Chair of Operations Research and Business Informatics of Saarland University, Saarbrücken, Germany.

SKU	Unavailable
ISBN 13	9781034763345
ISBN 10	1034763342
Title	Never Such Innocence Again
Author	Giles Ekins
Condition	Unavailable
Binding Type	Hardback
Publisher	Blurb
Year published	2021-12-21
Number of pages	298
Cover note	Book picture is for illustrative purposes only, actual binding, cover or edition may vary.