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...
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| Main Authors: | , , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2018
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| Subjects: | |
| 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 |
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| Institution: | Singapore Management University |
| Language: | English |