Adaptive online portfolio strategy based on exponential gradient updates
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Publication:2125237
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
- scientific article; zbMATH DE number 2243362 (Why is no real title available?)
- A kernel-based trend pattern tracking system for portfolio optimization
- Aggregating expert advice strategy for online portfolio selection with side information
- Binary switch portfolio
- Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection
- Online economic ordering problem for deteriorating items with limited price information
- Online leasing problem with price fluctuations under the consumer price index
- Online scheduling on a single machine with linear deteriorating processing times and delivery times
- On‐Line Portfolio Selection Using Multiplicative Updates
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Short-term sparse portfolio optimization based on alternating direction method of multipliers
- Stochastic nonstationary optimization for finding universal portfolios
- Transaction cost optimization for online portfolio selection
- Universal Portfolios
- Universal portfolios with and without transaction costs.
- Universal portfolios with side information
Cited in
(13)- Adaptive online mean-variance portfolio selection with transaction costs
- Distributed mean reversion online portfolio strategy with stock network
- Online portfolio selection strategy with side information based on learning with expert advice
- Adaptive online portfolio strategies design and analysis in nonstationary market
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- scientific article; zbMATH DE number 7267180 (Why is no real title available?)
- 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.
- Dynamic mode decomposition for online portfolio selection task
- Aggregating weight transfer online portfolio strategy based on investors' attention
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