A sequential predictor retraining algorithm and its application to market prediction
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Publication:378742
DOI10.1007/s10479-013-1396-2zbMath1291.68314MaRDI QIDQ378742
Haipeng Zheng, Sanjeev R. Kulkarni, H. Vincent Poor
Publication date: 12 November 2013
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-013-1396-2
68T05: Learning and adaptive systems in artificial intelligence
91G80: Financial applications of other theories
68W27: Online algorithms; streaming algorithms
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