Pages that link to "Item:Q5488978"

The following pages link to NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES (Q5488978):

Displaying 22 items.

• On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
• Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates (Q394773) (← links)
• PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
• A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626) (← links)
• Shrinkage for covariance estimation: asymptotics, confidence intervals, bounds and applications in sensor monitoring and finance (Q1757253) (← links)
• Online portfolio selection with long-short term forecasting (Q2079300) (← links)
• Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
• Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
• A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
• Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
• Growth Optimal Investment with Transaction Costs (Q3529914) (← links)
• RECURSIVE FORECAST COMBINATION FOR DEPENDENT HETEROGENEOUS DATA (Q3557552) (← links)
• Nonparametric sequential prediction of time series (Q3569202) (← links)
• Transaction cost optimization for online portfolio selection (Q4554503) (← links)
• (Q4614099) (← links)
• What is the value of the cross-sectional approach to deep reinforcement learning? (Q5079398) (← links)
• Online portfolio selection (Q5176170) (← links)
• KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES (Q5297235) (← links)
• Generalization bounds for regularized portfolio selection with market side information (Q5882397) (← links)
• Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
• Kernel-based aggregating learning system for online portfolio optimization (Q6534839) (← links)
• Nonparametric volatility prediction (Q6601087) (← links)