PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935): Difference between revisions

@@ Property / cites work @@
+Q4737217
@@ Property / cites work: Q4737217 / rank @@
+Normal rank
@@ Property / cites work @@
+Internal regret in on-line portfolio selection
@@ Property / cites work: Internal regret in on-line portfolio selection / rank @@
+Normal rank
@@ Property / cites work @@
+Universal portfolios with and without transaction costs.
+Normal rank
@@ Property / cites work @@
+Q3174120
@@ Property / cites work: Q3174120 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4223058
@@ Property / cites work: Q4223058 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4508375
@@ Property / cites work: Q4508375 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5715671
@@ Property / cites work: Q5715671 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3847797
@@ Property / cites work: Q3847797 / rank @@
+Normal rank
@@ Property / cites work @@
+Prediction, Learning, and Games
@@ Property / cites work: Prediction, Learning, and Games / rank @@
+Normal rank
@@ Property / cites work @@
+On the Generalization Ability of On-Line Learning Algorithms
+Normal rank
@@ Property / cites work @@
+Universal Portfolios
@@ Property / cites work: Universal Portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical Bayes stock market portfolios
@@ Property / cites work: Empirical Bayes stock market portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+Universal portfolios with side information
@@ Property / cites work: Universal portfolios with side information / rank @@
+Normal rank
@@ Property / cites work @@
+Q4023085
@@ Property / cites work: Q4023085 / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/jmlr.2003.3.4-5.951
@@ Property / cites work: 10.1162/jmlr.2003.3.4-5.951 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3093359
@@ Property / cites work: Q3093359 / rank @@
+Normal rank
@@ Property / cites work @@
+Efficient Universal Portfolios for Past‐Dependent Target Classes
+Normal rank
@@ Property / cites work @@
+Large margin classification using the perceptron algorithm
+Normal rank
@@ Property / cites work @@
+.1162/15324430260185600
@@ Property / cites work: 10.1162/15324430260185600 / rank @@
+Normal rank
@@ Property / cites work @@
+Growth Optimal Investment with Transaction Costs
@@ Property / cites work: Growth Optimal Investment with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
+Normal rank
@@ Property / cites work @@
+KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
+Normal rank
@@ Property / cites work @@
+Nonparametric nearest neighbor based empirical portfolio selection strategies
+Normal rank
@@ Property / cites work @@
+Logarithmic regret algorithms for online convex optimization
+Normal rank
@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
+Normal rank
@@ Property / cites work @@
+.1162/153244303321897672
@@ Property / cites work: 10.1162/153244303321897672 / rank @@
+Normal rank
@@ Property / cites work @@
+Online Learning with Kernels
@@ Property / cites work: Online Learning with Kernels / rank @@
+Normal rank
@@ Property / cites work @@
+PORTFOLIO SELECTION AND ONLINE LEARNING
@@ Property / cites work: PORTFOLIO SELECTION AND ONLINE LEARNING / rank @@
+Normal rank
@@ Property / cites work @@
+The relaxed online maximum margin algorithm
@@ Property / cites work: The relaxed online maximum margin algorithm / rank @@
+Normal rank
@@ Property / cites work @@
+A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
+Normal rank
@@ Property / cites work @@
+An asymptotic analysis of the mean-variance portfolio selection
+Normal rank
@@ Property / cites work @@
+Q5396652
@@ Property / cites work: Q5396652 / rank @@
+Normal rank