Machine Learning Summer School 2007 - Tuebingen

Machine learning and finance

author: László Györfi , Budapest University of Technology and Economics

Categories

Top: Computer Science: Machine Learning

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*Slides*
0:01	Machine learning and portfolio selections. I
5:16	Growth rate part 1
6:21	Growth rate part 3
9:54	Static portfolio selection part 1
11:03	Static portfolio selection part 2
11:34	Static portfolio selection part 3
12:45	Assume that part 1
12:52	Assume that part 2
14:12	Assume that part 3
16:03	Dynamic portfolio selection: part 1
16:34	Dynamic portfolio selection: part 2
17:35	For the first day part 1
17:54	For the first day part 2
19:16	log-optimum portfolio
22:58	Optimality part 1
24:03	Optimality part 2
24:18	Proof part 1
25:12	Proof part 2
26:05	History part 1
26:28	History part 2
26:54	Example 1 part 1
28:20	Example 1 part 2
28:46	Example 1 part 3
29:59	Example 1 part 4
30:06	Example 1 part 5
35:07	Cash part 1
35:40	Cash part 2
36:49	Cash part 3
37:31	Cash part 3
38:03	Example 2
39:38	Example 2
39:56	Example 2
40:09	Example 3
40:48	Example 5 part 1
43:44	Example 5 part 2
43:55	Example 5 part 3
44:05	Example 5 part 4
46:03	Example 5 part 5
46:31	Example 5 part 6
47:07	Graph

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