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logopt Log-optimal Portfolios
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We plan a volume under the (preliminary) title ''Machine Learning for Financial Engineering'' L. Györfi , Gy. Ottucsák and H. Walk (Editors), Imperial College Press. In the sequel, there are six papers for such a volume.

Front Material

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Chapter 1: On the History of the Growth Optimal Portfolio

M. M. Christensen

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Chapter 2: Empirical Log-optimal Portfolio Selections: A Survey

L. Györfi, Gy. Ottucsák and A. Urbán

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Chapter 3: Log-optimal Portfolio Selection with Proportional Transaction Costs

L. Györfi and H. Walk

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Chapter 4: Log-optimal Portfolio with short selling and leverage

M. Horváth and A. Urbán

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Chapter 5: Nonparametric Sequential Prediction of Stationary Time Series

L. Györfi and Gy. Ottucsák

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Chapter 6: Empirical Pricing American Put Options

L. Györfi and A. Telcs

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