Aggregating closing position experts for online portfolio selection-Reference-Cited by-同舟云学术

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Aggregating closing position experts for online portfolio selection

Published:2024-08-19 Issue: Volume: Page:1-12
ISSN:1350-4851
Container-title:Applied Economics Letters
language:en
Short-container-title:Applied Economics Letters

Author:

Yang Xingyu¹,Zheng Xiaoteng¹,Li Jiahao¹,Huang Qingmei¹

Affiliation:

1. School of Management, Guangdong University of Technology, Guangzhou, Guangdong, China

Funder

National Natural Science Foundation of China

Basic and Applied Basic Research Foundation of Guangdong Province

Guangdong Province Philosophy and Social Science Planning Project

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/13504851.2024.2368267

Reference9 articles.

1. Das, P., and A. Banerjee. 2011. “Meta Optimization and Its Application to Portfolio Selection.” Proceedings of The 17th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining, San Diego, California, USA, 1163–1171.

2. Logarithmic regret algorithms for online convex optimization

3. Robust Median Reversion Strategy for Online Portfolio Selection

4. Moving average reversion strategy for on-line portfolio selection

5. Online portfolio management via deep reinforcement learning with high-frequency data

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