Online Portfolio Selection

Online Portfolio Selection

Principles and Algorithms

Hoi, Steven Chu Hong; Li, Bin

Taylor & Francis Ltd

01/2024

230

Mole

Inglês

9781138894105

15 a 20 dias

Descrição não disponível.
Introduction. Principles. Algorithms. Empirical Studies. Conclusion.
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Follow;Portfolio selection;Price Relative Vectors;Online portfolio selection (OLPS);Portfolio Vector;Optimal portfolio allocation;BCRP;Machine-learning techniques in finance;High Frequency Trading;Cumulative Wealth;Reversion Property;Market Windows;Price Relatives;Hold;Hindsight;Stock Price Relatives;Universal Portfolios;Volatility Risk;CRP;BK;ONS;Up;Expected Log Return;Base Experts;Algorithmic Trading;Bt Xt;Loser Approach;Margin Buying;Reversion Parameter