The following pages link to 10.1162/153244303321897672 (Q4825351):
Displaying 16 items.
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- A tree-weighting approach to sequential decision problems with multiplicative loss (Q551626) (← links)
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion (Q779095) (← links)
- On-line portfolio selection using stochastic programming (Q951342) (← links)
- Logarithmic regret algorithms for online convex optimization (Q1009221) (← links)
- Universal portfolio selection strategy by aggregating online expert advice (Q2138290) (← links)
- Automated trading with boosting and expert weighting (Q3564810) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Binary switch portfolio (Q4555108) (← links)
- Online portfolio selection (Q5176170) (← links)
- Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices (Q5242357) (← links)
- AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (Q5247422) (← links)
- Adaptive moment estimation for universal portfolio selection strategy (Q6088522) (← links)
- Distributed mean reversion online portfolio strategy with stock network (Q6556114) (← links)
- Risk-adjusted exponential gradient strategies for online portfolio selection (Q6621838) (← links)
