scientific article; zbMATH DE number 7267180

MaRDI QIDQ5128083zbMATH OpenFDO

Authors Song Huang, Xuanming Ni, Long Qian, Junchao Zhang

Publication date 27 October 2020

zbMATH Keywords

ensemble learninglarge-dimensional covariance estimatoronline learningportfolio optimization

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10)

Recommendations

• Online portfolio selection with long-short term forecasting
• Robust and adaptive algorithms for online portfolio selection
• A class of on-line portfolio selection algorithms based on linear learning
• scientific article; zbMATH DE number 1642328
• Kernel-based aggregating learning system for online portfolio optimization
• Online portfolio selection: a survey
• Online portfolio selection based on quadratic smooth-gray prediction
• Portfolio optimization based on negative correlation ensemble learning
• Adaptive online portfolio strategy based on exponential gradient updates
• Online ensemble learning: An empirical study

Cited in

(3)

• BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION
• Portfolio optimization based on negative correlation ensemble learning
• Kernel-based aggregating learning system for online portfolio optimization

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5128083)