Online Portfolio Selection: Principles and Algorithms

Online Portfolio Selection: Principles and Algorithms

With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and pr...

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Bibliographic Details
Main Authors: LI, Bin, HOI, Steven C. H.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
online portfolio selection
machine learning
online learning
Databases and Information Systems
Theory and Algorithms
Online Access:https://ink.library.smu.edu.sg/sis_research/2933
http://worldcat.org/isbn/9781482249644
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/2933
http://worldcat.org/isbn/9781482249644

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