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