A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Theoretical Computer Science,Software
Link
http://epubs.siam.org/doi/pdf/10.1137/060677586
Reference17 articles.
1. Optimal Inequalities in Probability Theory: A Convex Optimization Approach
2. On the Sensitivity of Mean-Variance-Efficient Portfolios to Changes in Asset Means: Some Analytical and Computational Results
3. Global Portfolio Optimization
4. Robust portfolio selection using linear-matrix inequalities
5. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach
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