The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

Artificial intelligence has given us algorithms capable of recognizing faces, diagnosing disease, and of course, crushing computer games. But even the smartest algorithms can sometimes behave in ...

One fact about machine learning and data algorithms that may surprise business users is that there aren’t actually that many of them. This topic can get overwhelming for busy professionals. But in ...