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Practical investment with the long-short game.
- Source :
-
Annals of Mathematics & Artificial Intelligence . Apr2023, p1-32. - Publication Year :
- 2023
-
Abstract
- In this paper we apply methods of prediction with expert advice to real-world foreign exchange trading data with the aim of finding effective investment strategies. We start with the framework of the long-short game, introduced by Vovk and Watkins (1998), and then propose modifications aimed at improving the performance with respect to standard portfolio performance indicators. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10122443
- Database :
- Academic Search Index
- Journal :
- Annals of Mathematics & Artificial Intelligence
- Publication Type :
- Academic Journal
- Accession number :
- 162892249
- Full Text :
- https://doi.org/10.1007/s10472-023-09836-3