NAVARRO-BARRIENTOS, J.-EMETERIO - In: Advances in Complex Systems (ACS) 11 (2008) 05, pp. 761-787
In this paper, an adaptive investment strategy for environments with periodic returns on investment is presented. In this approach, an investment model is considered where the agent decides at every time step the proportion of wealth to invest in a risky asset, keeping the rest of the budget in...