no code implementations • 15 Aug 2023 • Purushottam Parthasarathy, Avinash Bhardwaj, Manjesh K. Hanawal
We revisit the online portfolio allocation problem and propose universal portfolios that use factor weighing to produce portfolios that out-perform uniform dirichlet allocation schemes.
1 code implementation • 20 Sep 2022 • Hari Narayan N U, Manjesh K. Hanawal, Avinash Bhardwaj
Hence one is faced with the problem of selecting the optimal exit in an unsupervised setting.
