Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm-Reference-Cited by-同舟云学术

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Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm

Published:2024-03-06 Issue:10 Volume:75 Page:2032-2051
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

Zhang Yong¹,Lin Hong¹²³,Li Jiahao¹,Yang Xingyu¹

Affiliation:

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

2. Business School, Foshan University, Foshan, Guangdong, China

3. The Center for Innovation and Economic Transformation and Upgrading, Research Institute of Social Science in Guangdong, Foshan, Guangdong, China

Funder

the Humanities and Social Science Foundation of the Ministry of Education of China

the Guangdong Basic and Applied Basic Research Foundation

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/01605682.2023.2295975

Reference58 articles.

1. Algorithms for portfolio management based on the Newton method

2. Can We Learn to Beat the Best Stock

3. Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection

4. Universal Portfolios

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