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http://stuff.mit.edu/afs/athena/course/6/6.962/www/www_fall_2001/shaas/universal_portfolios.pdf
Has anyone else seen this paper before? If yes, what are your thoughts on the computational complexity of the problem? Anyone believes that an efficient implementation can be created?
Has anyone else seen this paper before? If yes, what are your thoughts on the computational complexity of the problem? Anyone believes that an efficient implementation can be created?