Distributed mean reversion online portfolio strategy with stock network
From MaRDI portal
Publication:6556114
DOI10.1016/J.EJOR.2023.11.021MaRDI QIDQ6556114
Weijun Xu, Yannan Zhong, Weiwei Zhong, Hongyi Li
Publication date: 17 June 2024
Published in: European Journal of Operational Research (Search for Journal in Brave)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Distributed stochastic subgradient projection algorithms for convex optimization
- Cluster analysis for portfolio optimization
- Universal portfolios with and without transaction costs.
- Adaptive online portfolio strategy based on exponential gradient updates
- Universal portfolio selection strategy by aggregating online expert advice
- Algorithmic trading for online portfolio selection under limited market liquidity
- Optimal portfolio deleveraging under market impact and margin restrictions
- Deep reinforcement learning for the optimal placement of cryptocurrency limit orders
- Adaptive online portfolio selection with transaction costs
- Markowitz revisited: mean-variance models in financial portfolio analysis
- Universal Portfolios
- Transaction cost optimization for online portfolio selection
- Fast Universalization of Investment Strategies
- On‐Line Portfolio Selection Using Multiplicative Updates
- 10.1162/153244303321897672
- Universal portfolios with side information
- Online portfolio selection
This page was built for publication: Distributed mean reversion online portfolio strategy with stock network
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6556114)