PAMR
From MaRDI portal
PAMR Q27326
Cited in
(18)- Online portfolio selection with long-short term forecasting
- Adaptive online portfolio strategy based on exponential gradient updates
- Universal portfolio selection strategy by aggregating online expert advice
- Algorithmic trading for online portfolio selection under limited market liquidity
- Adaptive online portfolio selection with transaction costs
- OLPS
- CORN
- Large scale online kernel learning
- Forgetron
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- MAGRE
- odmd
- Transaction cost optimization for online portfolio selection
- Short-term sparse portfolio optimization based on alternating direction method of multipliers
- Online portfolio selection: a survey
- Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion
- Aggregating expert advice strategy for online portfolio selection with side information
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