On-line portfolio selection

• 主要作者: Li, Bin.
• 其他作者: Hoi Chu Hong
• 格式: Theses and Dissertations
• 語言: English
• 出版: 2013
• 主題: DRNTU::Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; DRNTU::Business::Finance::Portfolio management
• 在線閱讀: 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...