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László Györfi · Study
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Author
László Györfi
9 works
· latest 2011
· 1 institutions
cluster: provisional
ORCID 0000-0001-6287-0085
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Citations
503
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Most cited in this library
NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
2006 · 150 citations
Nonparametric nearest neighbor based empirical portfolio selection strategies
2008 · 100 citations
A simple randomized algorithm for sequential prediction of ergodic time series
1999 · 46 citations
Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
2006 · 40 citations
Sequential Prediction of Unbounded Stationary Time Series
2007 · 39 citations
Works
9 shown
Machine Learning for Financial Engineering
Advances in computer science and engineering
·
2011
·
3 authors
·
book
34
citations
Nonparametric nearest neighbor based empirical portfolio selection strategies
Statistics & Risk Modeling
·
2008
·
3 authors
100
citations
Growth Optimal Investment with Transaction Costs
Lecture notes in computer science
·
2008
·
2 authors
·
other
26
citations
Sequential Prediction of Unbounded Stationary Time Series
IEEE Transactions on Information Theory
·
2007
·
2 authors
39
citations
KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
International Journal of Theoretical and Applied Finance
·
2007
·
3 authors
35
citations
NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
Mathematical Finance
·
2006
·
3 authors
150
citations
Hannan Consistency in On-Line Learning in Case of Unbounded Losses Under Partial Monitoring
Lecture notes in computer science
·
2006
·
4 authors
·
other
40
citations
Strategies for Sequential Prediction of Stationary Time Series
SSRN Electronic Journal
·
2000
·
2 authors
·
preprint
·
Open access
33
citations
A simple randomized algorithm for sequential prediction of ergodic time series
IEEE Transactions on Information Theory
·
1999
·
3 authors
·
Open access
46
citations