Tsagaris, Theodoros; Jasra, Ajay; Adams, Niall Robust and adaptive algorithms for online portfolio selection. (English) Zbl 1279.91188 Quant. Finance 12, No. 11, 1651-1662 (2012). MSC: 91G60 91G10 91G70 PDFBibTeX XMLCite \textit{T. Tsagaris} et al., Quant. Finance 12, No. 11, 1651--1662 (2012; Zbl 1279.91188) Full Text: DOI arXiv
Jasra, Ajay; Stephens, David A.; Doucet, Arnaud; Tsagaris, Theodoros Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo. (English) Zbl 1246.91149 Scand. J. Stat. 38, No. 1, 1-22 (2011). MSC: 91G60 62P05 60G51 65C05 60H30 62F15 62G09 PDFBibTeX XMLCite \textit{A. Jasra} et al., Scand. J. Stat. 38, No. 1, 1--22 (2011; Zbl 1246.91149) Full Text: DOI