On-line portfolio selection

• المؤلف الرئيسي: Li, Bin.
• مؤلفون آخرون: Hoi Chu Hong
• التنسيق: Theses and Dissertations
• اللغة: English
• منشور في: 2013
• الموضوعات: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; DRNTU::Business::Finance::Portfolio management
• الوصول للمادة أونلاين: http://hdl.handle.net/10356/54690

On-line portfolio selection, aiming to sequentially determine optimal allocations across a set of assets, is a fundamental research problem in computational finance. This thesis investigates this problem by conducting a comprehensive survey and presenting a family of new strategies using machine lea...