On‐Line Portfolio Selection Using Multiplicative Updates
From MaRDI portal
Recommendations
Cited in
(49)- Distributed mean reversion online portfolio strategy with stock network
- Online portfolio selection with state-dependent price estimators and transaction costs
- OPTIMAL CONSTANT-REBALANCED PORTFOLIO INVESTMENT STRATEGIES FOR DYNAMIC PORTFOLIO SELECTION
- Filtering via approximate Bayesian computation
- Online variance minimization
- KERNEL-BASED SEMI-LOG-OPTIMAL EMPIRICAL PORTFOLIO SELECTION STRATEGIES
- A tree-weighting approach to sequential decision problems with multiplicative loss
- Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
- Risk management strategies for finding universal portfolios
- Adaptive online portfolio strategy based on exponential gradient updates
- Online portfolio selection: a survey
- Adaptive online portfolio selection with transaction costs
- An Additive On-Line Portfolio Selection Algorithm
- Constant rebalanced portfolios and side-information
- Adaptive moment estimation for universal portfolio selection strategy
- Universal portfolio selection strategy by aggregating online expert advice
- Internal regret in on-line portfolio selection
- Regret to the best vs. regret to the average
- Transaction cost optimization for online portfolio selection
- Improved second-order bounds for prediction with expert advice
- Robust and adaptive algorithms for online portfolio selection
- Universal semiconstant rebalanced portfolios
- Adaptive game playing using multiplicative weights
- Principal component analysis and optimal portfolio
- Risk-adjusted exponential gradient strategies for online portfolio selection
- scientific article; zbMATH DE number 1642328 (Why is no real title available?)
- Gated Bayesian networks for algorithmic trading
- Internal regret in on-line portfolio selection
- AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
- Online Portfolio Optimization with Risk Control
- Recursive forecast combination for dependent heterogeneous data
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion
- Aggregating expert advice strategy for online portfolio selection with side information
- Binary switch portfolio
- Competitive strategy for on-line leasing of depreciable equipment
- Portfolio selection algorithm under financial crisis: a case study with Bursa Malaysia
- Switching investments
- NONPARAMETRIC KERNEL‐BASED SEQUENTIAL INVESTMENT STRATEGIES
- On-line portfolio selection strategy with prediction in the presence of transaction costs
- Switching investments
- Algorithmic trading for online portfolio selection under limited market liquidity
- PORTFOLIO SELECTION AND ONLINE LEARNING
- Online portfolio selection with long-short term forecasting
- Optimal dynamic portfolio selection with earnings-at-risk
- Optimal capital growth with convex shortfall penalties
- Online algorithms for the portfolio selection problem. With a foreword by Günter Schmidt
- Convergence of the exponentiated gradient method with Armijo line search
- scientific article; zbMATH DE number 1512687 (Why is no real title available?)
- A class of on-line portfolio selection algorithms based on linear learning
This page was built for publication: On‐Line Portfolio Selection Using Multiplicative Updates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4791738)