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

From MaRDI portal
Revision as of 02:18, 9 December 2024 by Import241208021249 (talk | contribs) (Normalize DOI.)





scientific article
Language Label Description Also known as
English
PAMR: passive aggressive mean reversion strategy for portfolio selection
scientific article

    Statements

    PAMR: passive aggressive mean reversion strategy for portfolio selection (English)
    0 references
    0 references
    0 references
    0 references
    23 May 2012
    0 references
    Portfolio selection
    0 references
    Mean reversion
    0 references
    Passive aggressive learning
    0 references
    Online learning
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers