Universal portfolio selection strategy by aggregating online expert advice (Q2138290): Difference between revisions

@@ Property / author @@
-Jin'An He
@@ Property / author: Jin'An He / rank @@
-Normal rank
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+Jin'An He
@@ Property / author: Jin'An He / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+PAMR
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+MaRDI publication profile
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+https://doi.org/10.1007/s11081-020-09555-2
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+W3083755516
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@@ Property / cites work @@
+On-line portfolio selection strategy with prediction in the presence of transaction costs
+Normal rank
@@ Property / cites work @@
+Universal portfolios with and without transaction costs.
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@@ Property / cites work @@
+Q5715671
@@ Property / cites work: Q5715671 / rank @@
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
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@@ Property / cites work @@
+Sparse mean-variance customer Markowitz portfolio optimization for Markov chains: a Tikhonov's regularization penalty approach
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+Universal portfolios with side information
@@ Property / cites work: Universal portfolios with side information / rank @@
+Normal rank
@@ Property / cites work @@
+Cover's universal portfolio, stochastic portfolio theory, and the numéraire portfolio
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+BETTER THAN DYNAMIC MEAN‐VARIANCE: TIME INCONSISTENCY AND FREE CASH FLOW STREAM
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+Constant rebalanced portfolios and side-information
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+Stochastic nonstationary optimization for finding universal portfolios
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+On-line portfolio selection using stochastic programming
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+Q3094034
@@ Property / cites work: Q3094034 / rank @@
+Normal rank
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+AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
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+On‐Line Portfolio Selection Using Multiplicative Updates
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+.1162/153244303321897672
@@ Property / cites work: 10.1162/153244303321897672 / rank @@
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@@ Property / cites work @@
+The weak aggregating algorithm and weak mixability
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+Switching Strategies for Sequential Decision Problems With Multiplicative Loss With Application to Portfolios
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+Weak aggregating algorithm for the distribution-free perishable inventory problem
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+PORTFOLIO SELECTION AND ONLINE LEARNING
@@ Property / cites work: PORTFOLIO SELECTION AND ONLINE LEARNING / rank @@
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+Transaction cost optimization for online portfolio selection
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+PAMR: passive aggressive mean reversion strategy for portfolio selection
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+Multi-objective portfolio selection model with fuzzy random returns and a compromise approach-based genetic algorithm
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+Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation
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+A multi-period fuzzy portfolio optimization model with minimum transaction lots
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+Adjusted robust mean-value-at-risk model: less conservative robust portfolios
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+A class of on-line portfolio selection algorithms based on linear learning
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