Adaptive online portfolio strategy based on exponential gradient updates
From MaRDI portal
Publication:2125237
DOI10.1007/S10878-021-00800-7zbMATH Open1491.91127OpenAlexW3200552765WikidataQ115604002 ScholiaQ115604002MaRDI QIDQ2125237FDOQ2125237
Authors: Yong Zhang, Hong Lin, Lina Zheng, Xingyu Yang 
Publication date: 13 April 2022
Published in: Journal of Combinatorial Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10878-021-00800-7
Recommendations
- Adaptive online portfolio strategies design and analysis in nonstationary market
- Adaptive online portfolio selection with transaction costs
- Robust and adaptive algorithms for online portfolio selection
- Second-order online portfolio selection strategy with transaction costs
- PORTFOLIO SELECTION AND ONLINE LEARNING
Cites Work
- Universal Portfolios
- Universal portfolios with side information
- On‐Line Portfolio Selection Using Multiplicative Updates
- Stochastic nonstationary optimization for finding universal portfolios
- Universal portfolios with and without transaction costs.
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Title not available (Why is that?)
- Online leasing problem with price fluctuations under the consumer price index
- Transaction cost optimization for online portfolio selection
- Aggregating expert advice strategy for online portfolio selection with side information
- Online scheduling on a single machine with linear deteriorating processing times and delivery times
- Short-term sparse portfolio optimization based on alternating direction method of multipliers
- Online economic ordering problem for deteriorating items with limited price information
- A kernel-based trend pattern tracking system for portfolio optimization
- Binary switch portfolio
- Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection
Cited In (10)
- Distributed mean reversion online portfolio strategy with stock network
- Adaptive online portfolio strategies design and analysis in nonstationary market
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Title not available (Why is that?)
- Adaptive online portfolio selection with transaction costs
- Adaptive moment estimation for universal portfolio selection strategy
- Robust and adaptive algorithms for online portfolio selection
- Risk-adjusted exponential gradient strategies for online portfolio selection
- Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting.
- Adaptive online mean-variance portfolio selection with transaction costs
Uses Software
This page was built for publication: Adaptive online portfolio strategy based on exponential gradient updates
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2125237)
