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

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PAMR: passive aggressive mean reversion strategy for portfolio selection
scientific article

    Statements

    title
    PAMR: passive aggressive mean reversion strategy for portfolio selection (English)
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    author
    Peilin Zhao
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    Steven C. H. Hoi
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    Bin Li
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    publication date
    23 May 2012
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    zbMATH Keywords
    Portfolio selection
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    Mean reversion
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    Passive aggressive learning
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    Online learning
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    describes a project that uses
    CORN
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    PAMR
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    cites work
    Q4737217
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    Q3174120
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    Q4223058
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    Q4508375
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    Q5715671
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    Q4821526
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    Q3847797
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    Universal Portfolios
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    Q4023085
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    Q3093359
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    Q4794126
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    Q5396652
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    Identifiers

    zbMATH DE Number
    6037852
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    OpenAlex ID
    W2106052345
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