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PAMR Q27326
swMATH15437MaRDI QIDQ27326FDOQ27326
Author name not available (Why is that?)
Official website: http://link.springer.com/article/10.1007/s10994-012-5281-z
Cited In (18)
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices
- Online portfolio selection: a survey
- Adaptive online portfolio strategy based on exponential gradient updates
- Adaptive online portfolio selection with transaction costs
- Universal portfolio selection strategy by aggregating online expert advice
- Transaction cost optimization for online portfolio selection
- CORN
- OLPS
- Short-term sparse portfolio optimization based on alternating direction method of multipliers
- Forgetron
- MAGRE
- odmd
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion
- Aggregating expert advice strategy for online portfolio selection with side information
- Algorithmic trading for online portfolio selection under limited market liquidity
- Online portfolio selection with long-short term forecasting
- Large scale online kernel learning
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