Pages that link to "Item:Q5502855"
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The following pages link to Nonparametric nearest neighbor based empirical portfolio selection strategies (Q5502855):
Displaying 13 items.
- On data-based optimal stopping under stationarity and ergodicity (Q358137) (← links)
- Weakly universally consistent static forecasting of stationary and ergodic time series via local averaging and least squares estimates (Q394773) (← links)
- PAMR: passive aggressive mean reversion strategy for portfolio selection (Q420935) (← links)
- Algorithmic trading for online portfolio selection under limited market liquidity (Q2189897) (← links)
- Adaptive online portfolio selection with transaction costs (Q2242399) (← links)
- A kernel-based trend pattern tracking system for portfolio optimization (Q2287718) (← links)
- Performance analysis of log-optimal portfolio strategies with transaction costs (Q2871412) (← links)
- Transaction cost optimization for online portfolio selection (Q4554503) (← links)
- Meta Algorithms for Portfolio Optimization Using Reinforcement Learning (Q5054166) (← links)
- Closed-form solutions for short-term sparse portfolio optimization (Q5090290) (← links)
- Online portfolio selection (Q5176170) (← links)
- Online portfolio selection with state-dependent price estimators and transaction costs (Q6168616) (← links)
- Kernel-based aggregating learning system for online portfolio optimization (Q6534839) (← links)