Online portfolio selection: A survey
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...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | 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 |
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| Institution: | Singapore Management University |
| Language: | English |