CORN: Correlation-driven Nonparametric Learning Approach for Portfolio Selection
Machine learning techniques have been adopted to select portfolios from financial markets in some emerging intelligent business applications. In this article, we propose a novel learning-to-trade algorithm termed CO Relation-driven Nonparametric learning strategy (CORN) for actively trading stocks....
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/sis_research/2265 https://ink.library.smu.edu.sg/context/sis_research/article/3265/viewcontent/CORN_Correlation_driven_Nonparametric_Learning_Approach_for_Portfolio_Selection.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |