Algorithms for portfolio management based on the Newton method

Keyphrases

• Newton's Method 100%
• Portfolio Management 100%
• Computability 50%
• Regret Bounds 50%
• Mean-variance 50%
• Optimal Regret 50%
• Higher Returns 50%
• Sharpe Ratio 50%
• Financial Data 50%
• Best Constant 50%
• Constant-rebalanced Portfolios 50%
• Online Spending 50%
• Logarithmic Regret 50%
• Financial Analysis 50%
• Second-order Information 50%
• Offline Optimization 50%
• Variance Calculation 50%

Computer Science

• Portfolio Management 100%
• Newton's Method 100%
• Potential Function 50%
• Financial Data 50%
• Computability 50%
• Online Investment 50%
• Second Order Information 50%

Mathematics

• Newton's Method 100%
• Portfolio Management 100%
• Potential Function 50%
• Sharpe Ratio 50%
• Mean-Variance 50%