Universal Portfolio - Maple Application Center
Application Center Applications Universal Portfolio

Universal Portfolio

: marcus .
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The reason why I started to get interested in this universal
portfolio stuff was because of Brian Chen's paper Review
of Universal Portfolios with Side Information where he writes:

"A key insight in the development of these universal
portfolios is that the average of a set of exponentials
grows exponentially as fast as the largest exponential"

The purpose of this worksheet is to test if this is true.

Application Details

Publish Date: October 05, 2010
Created In: Maple 14
Language: English



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