Adaptive moment estimation for universal portfolio selection strategy

DOI10.1007/s11081-022-09776-7zbMath1530.91527OpenAlexW4308746325MaRDI QIDQ6088522

Jin'An He, Fangping Peng

Publication date: 16 November 2023

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-022-09776-7

zbMATH Keywords

online learninghigh-frequency tradingAdam algorithmuniversal portfolio selection

Mathematics Subject Classification ID

Portfolio theory (91G10) Experimental work for problems pertaining to game theory, economics, and finance (91-05)

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