Funder
Russian Science Foundation
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Mathematics,Software
Reference41 articles.
1. Ban GY, El Karoui N, Lim A (2018) Machine learning and portfolio optimization. Manag Sci 64(3):1136–1154. https://doi.org/10.1287/mnsc.2016.2644
2. Bazier-Matte T, Delage E (2020) Generalization bounds for regularized portfolio selection with market side information. INFOR: Inf Syst Oper Res 58(2):374–401. https://doi.org/10.1080/03155986.2020.1730675
3. Bertsimas D, Kallus N (2020) From predictive to prescriptive analytics. Manag Sci 66(3):1025–1044. https://doi.org/10.1287/mnsc.2018.3253
4. Borodin A, El-Yaniv R (1998) Online computation and competitive analysis. Cambridge University Press, Cambridge
5. Borodin A, El-Yaniv R, Gogan V (2000) On the competitive theory and practice of portfolio selection (extended abstract). In: Gonnet G, Viola A (eds) LATIN 2000 theoretical informatics. Springer, Berlin