A local adaptive learning system for online portfolio selection

Author:

Guan Hao,An Zhiyong

Funder

Beijing Natural Science Foundation

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference38 articles.

1. Portfolio selection;Markowitz;J. Finance,1952

2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1968

3. Mean-Variance Analysis in Portfolio Choice and Capital Markets, Vol. 66;Markowitz,2000

4. Moving average reversion strategy for on-line portfolio selection;Li;Artificial Intelligence,2015

5. A one-layer recurrent neural network for real-time portfolio optimization with probability criterion;Liu;IEEE Trans. Cybern.,2013

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