Online portfolio selection: A survey

• المؤلفون الرئيسيون: LI, Bin, HOI, Steven C. H.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2014
• الموضوعات: Machine learning; optimization; portfolio selection; Databases and Information Systems; Finance and Financial Management; Numerical Analysis and Scientific Computing; Portfolio and Security Analysis
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/sis_research/2263; https://ink.library.smu.edu.sg/context/sis_research/article/3263/viewcontent/Online_Portfolio_Selection__A_Survey_afv.pdf

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining. This article aims to provide a comprehensive survey and a s...