An Online Portfolio Selection Algorithm with Dynamic Coreset Construction
Author:
Publisher
Springer Nature Singapore
Link
https://link.springer.com/content/pdf/10.1007/978-981-97-5489-2_3
Reference21 articles.
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3. Brito, I.: A portfolio stock selection model based on expected utility, entropy and variance. Expert Syst. Appl. 213, 118896 (2023)
4. Cai, X., Ye, Z.: Gaussian weighting reversion strategy for accurate online portfolio selection. IEEE Trans. Signal Process. 67(21), 5558–5570 (2019)
5. Chen, K., Zhou, Y., Dai, F.: A LSTM-based method for stock returns prediction: a case study of china stock market. In: 2015 IEEE International Conference on Big Data, pp. 2823–2824. IEEE (2015)
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