Kalman Filtering and Online Learning Algorithms for Portfolio Selection

Alain Kabundi and Raphael Nkomo

No 394, ERSA Working Paper Series from Economic Research Southern Africa

Keywords: Education; investment; Quantitative Methods (search for similar items in EconPapers)
JEL-codes: C3 E32 (search for similar items in EconPapers)
Date: 2013-11-01
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Persistent link: https://EconPapers.repec.org/RePEc:rza:ersawp:394

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