DocumentCode :
26166
Title :
Maximum drawdown of a Brownian motion and AlphaBoost: a boosting algorithm
Author :
Yaser Abu-Mostafa استاد راهنما
University :
Caltech Library System
Grade :
نامعلوم
Major :
Master of Science
Number of pages :
0
Publish Date :
2004
Keyword :
maximum drawdown , sterling ratio , Boosting , Machine Learning , computational finance
Note :
01
Language :
انگليسي
Link To Document :
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