A kernel-based control approach for multi-period assets allocation based on lower partial moments-Reference-Cited by-同舟云学术

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A kernel-based control approach for multi-period assets allocation based on lower partial moments

Published:2022-04 Issue: Volume:110 Page:104659
ISSN:0952-1976
Container-title:Engineering Applications of Artificial Intelligence
language:en
Short-container-title:Engineering Applications of Artificial Intelligence

Author:

Mazzoleni Mirko^ORCID,Maroni Gabriele,Formentin Simone^ORCID,Previdi Fabio^ORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

Reference30 articles.

1. Data-driven stock trading in financial markets: an adaptive control approach;Abbracciavento;Int. J. Control,2020

2. Theoretical foundations of the potential function method in pattern recognition learning;Aizerman;Autom. Remote Control,1964

3. Conditional heteroscedasticity in time series of stock returns: Evidence and forecasts;Akgiray;J. Bus.,1989

4. Bishop, Christopher M., 2006. Pattern Recognition And Machine Learning. In: Information science and statistics, Springer Verlag, New York, NY.

5. Multi-period portfolio optimization with linear control policies;Calafiore;Automatica,2008

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1. Multi-agent model based proactive risk management for equity investment;Engineering Applications of Artificial Intelligence;2023-10

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