A tree-weighting approach to sequential decision problems with multiplicative loss

Signal Processing

Volumn 91, Issue 4, 2011, Pages 890-905

  Kozat, Suleyman S ^a   Singer, Andrew C ^b   Bean, Andrew J ^b  

^a KOÇ UNIVERSITY   (Turkey)

^b UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

Author keywords

Context tree; Convex combination; Investment; Piecewise models; Portfolio; Universal

Indexed keywords

CONTEXT-TREE; CONVEX-COMBINATION; PIECE-WISE; PORTFOLIO; UNIVERSAL;

ALGORITHMS; ASYMPTOTIC ANALYSIS; COMPUTATIONAL LINGUISTICS; INVESTMENTS; NATURAL LANGUAGE PROCESSING SYSTEMS; PROBABILITY DISTRIBUTIONS; SIGNAL PROCESSING; SPEECH RECOGNITION;

MULTIMEDIA SIGNAL PROCESSING;

EID: 78650883915     PISSN: 01651684     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.sigpro.2010.09.007     Document Type: Article

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