Binary switch portfolio

DOI10.1080/14697688.2016.1223337zbMath1402.91711OpenAlexW2546430362MaRDI QIDQ4555108

Kani Chen, Zhiliang Ying, Yang Feng, Teng-fei Li

Publication date: 19 November 2018

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2016.1223337

zbMATH Keywords

Bayesian analysissupervised learningaggregating algorithmportfolio selectionuniversal portfolioasset return

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Adaptive online portfolio strategy based on exponential gradient updates

Cites Work

• The weighted majority algorithm
• Forecasting stock market movement direction with support vector machine
• Universal Portfolios
• ASYMPTOTICALLY OPTIMAL PORTFOLIOS
• Efficient Universal Portfolios for Past‐Dependent Target Classes
• On‐Line Portfolio Selection Using Multiplicative Updates
• 10.1162/153244303321897672
• Universal portfolios with side information
• Stochastic nonstationary optimization for finding universal portfolios

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