PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935)
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scientific article; zbMATH DE number 6037852
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | PAMR: passive aggressive mean reversion strategy for portfolio selection |
scientific article; zbMATH DE number 6037852 |
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PAMR: passive aggressive mean reversion strategy for portfolio selection (English)
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23 May 2012
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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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0.8265650272369385
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0.8214817643165588
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0.7707166075706482
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0.7643927335739136
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0.752098798751831
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