Transaction cost optimization for online portfolio selection

بواسطة LI, Bin, WANG, Jialei, HUANG, Dingjiang, HOI, Steven C. H.
منشور في 2018

Transaction cost optimization for online portfolio selection

بواسطة LI, Bin, WANG, Jialei, HUANG, Dingjiang, HOI, Steven C. H.
منشور في 2017

Robust median reversion strategy for on-line portfolio selection

بواسطة HUANG, Dingjiang, ZHOU, Junlong, LI, Bin, HOI, Steven, ZHOU, Shuigeng
منشور في 2013

Semi-universal portfolios with transaction costs

بواسطة HUANG, Dingjiang, ZHU, Yan, LI, Bin, ZHOU, Shuigeng, HOI, Steven C. H.
منشور في 2015

Robust median reversion strategy for online portfolio selection

بواسطة HUANG, Dingjiang, ZHOU, Junlong, LI, Bin, HOI, Steven C. H., ZHOU, Shuigeng
منشور في 2016

Combination forecasting reversion strategy for online portfolio selection

بواسطة HUANG, Dingjiang, YU, Shunchang, LI, Bin, HOI, Steven C. H., ZHOU, Shuigeng G.
منشور في 2018