Optimal buy-and-hold strategies for financial markets with bounded daily returns

Author:

Chen Gen-Huey,Kao Ming-Yang,Lyuu Yuh-Dauh,Wong Hsing-Kuo

Publisher

ACM Press

Cited by 4 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Price series cross-correlation analysis to enhance the diversification of itemset-based stock portfolios;Proceedings of the Sixth International Workshop on Data Science for Macro-Modeling;2020-06-14

2. Planning stock portfolios by means of weighted frequent itemsets;Expert Systems with Applications;2017-11

3. Online algorithms for conversion problems: A survey;Surveys in Operations Research and Management Science;2014-07

4. Online Search with Time-Varying Price Bounds;Algorithmica;2007-12-15

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