Combination forecasting reversion strategy for online portfolio selection

Combination forecasting reversion strategy for online portfolio selection

Machine learning and artificial intelligence techniques have been applied to construct online portfolio selection strategies recently. A popular and state-of-the-art family of strategies is to explore the reversion phenomenon through online learning algorithms and statistical prediction models. Desp...

Full description

Saved in:
Bibliographic Details
Main Authors: HUANG, Dingjiang, YU, Shunchang, LI, Bin, HOI, Steven C. H., ZHOU, Shuigeng G.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2018
Subjects:
Combination forecasting estimators
Combination forecasting reversion
Mean reversion
Online learning
Portfolio selection
Databases and Information Systems
Online Access:https://ink.library.smu.edu.sg/sis_research/4154
https://ink.library.smu.edu.sg/context/sis_research/article/5158/viewcontent/a58_huang.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/sis_research/4154
https://ink.library.smu.edu.sg/context/sis_research/article/5158/viewcontent/a58_huang.pdf

Similar Items