Kernel-based aggregating learning system for online portfolio optimization

DOI10.1155/2020/6595329MaRDI QIDQ6534839zbMATH OpenFDO

Authors Xin Wang, Tao Sun, Zhi Liu

Publication date 18 May 2021

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/6595329

Mathematics Subject Classification ID

Portfolio theory (91G10) Iterative learning control (93B47)

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Cites work

• scientific article; zbMATH DE number 5960587 (Why is no real title available?)
• scientific article; zbMATH DE number 2243362 (Why is no real title available?)
• A Robust Statistics Approach to Minimum Variance Portfolio Optimization
• Logarithmic regret algorithms for online convex optimization
• NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
• Nonparametric nearest neighbor based empirical portfolio selection strategies
• Online learning and online convex optimization
• Online portfolio selection: a survey
• Pseudo-mathematics and financial charlatanism: the effects of backtest overfitting on out-of-sample performance
• Short-term sparse portfolio optimization based on alternating direction method of multipliers
• Universal Portfolios

Cited in

(1)

• scientific article; zbMATH DE number 7267180 (Why is no real title available?)

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