Journal articles on the topic 'Online portfolio selection'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the top 50 journal articles for your research on the topic 'Online portfolio selection.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Browse journal articles on a wide variety of disciplines and organise your bibliography correctly.
LEVINA, TATSIANA, and GLENN SHAFER. "PORTFOLIO SELECTION AND ONLINE LEARNING." International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 16, no. 04 (August 2008): 437–73. http://dx.doi.org/10.1142/s0218488508005364.
Li, Bin, and Steven C. H. Hoi. "Online portfolio selection." ACM Computing Surveys 46, no. 3 (January 2014): 1–36. http://dx.doi.org/10.1145/2512962.
Stella, Fabio, and Alfonso Ventura. "Defensive online portfolio selection." International Journal of Financial Markets and Derivatives 2, no. 1/2 (2011): 88. http://dx.doi.org/10.1504/ijfmd.2011.038530.
Xie, Kailin, Jianfei Yin, Hengyong Yu, Hong Fu, and Ying Chu. "Passive Aggressive Ensemble for Online Portfolio Selection." Mathematics 12, no. 7 (March 23, 2024): 956. http://dx.doi.org/10.3390/math12070956.
Yamim, João Daniel Madureira, Carlos Cristiano Hasenclever Borges, and Raul Fonseca Neto. "Online Portfolio Optimization with Risk Control." Trends in Computational and Applied Mathematics 22, no. 3 (September 2, 2021): 475–93. http://dx.doi.org/10.5540/tcam.2021.022.03.00475.
Guo, Sini, Jia-Wen Gu, and Wai-Ki Ching. "Adaptive online portfolio selection with transaction costs." European Journal of Operational Research 295, no. 3 (December 2021): 1074–86. http://dx.doi.org/10.1016/j.ejor.2021.03.023.
Li, Bin, Jialei Wang, Dingjiang Huang, and Steven C. H. Hoi. "Transaction cost optimization for online portfolio selection." Quantitative Finance 18, no. 8 (August 24, 2017): 1411–24. http://dx.doi.org/10.1080/14697688.2017.1357831.
Das, Puja, Nicholas Johnson, and Arindam Banerjee. "Online Lazy Updates for Portfolio Selection with Transaction Costs." Proceedings of the AAAI Conference on Artificial Intelligence 27, no. 1 (June 30, 2013): 202–8. http://dx.doi.org/10.1609/aaai.v27i1.8693.
Yin, Jianfei, Ruili Wang, Yeqing Guo, Yizhe Bai, Shunda Ju, Weili Liu, and Joshua Zhexue Huang. "Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices." ACM Transactions on Knowledge Discovery from Data 16, no. 2 (April 30, 2022): 1–27. http://dx.doi.org/10.1145/3464308.
Moon, Seung-Hyun, and Yourim Yoon. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs." Mathematics 10, no. 7 (March 26, 2022): 1073. http://dx.doi.org/10.3390/math10071073.
Huang, Dingjiang, Shunchang Yu, Bin Li, Steven C. H. Hoi, and Shuigeng Zhou. "Combination Forecasting Reversion Strategy for Online Portfolio Selection." ACM Transactions on Intelligent Systems and Technology 9, no. 5 (July 18, 2018): 1–22. http://dx.doi.org/10.1145/3200692.
Tsagaris, Theodoros, Ajay Jasra, and Niall Adams. "Robust and adaptive algorithms for online portfolio selection." Quantitative Finance 12, no. 11 (November 2012): 1651–62. http://dx.doi.org/10.1080/14697688.2012.691175.
Huang, Ding-jiang, Junlong Zhou, Bin Li, Steven C. H. Hoi, and Shuigeng Zhou. "Robust Median Reversion Strategy for Online Portfolio Selection." IEEE Transactions on Knowledge and Data Engineering 28, no. 9 (September 1, 2016): 2480–93. http://dx.doi.org/10.1109/tkde.2016.2563433.
Yang, Xingyu, Huaping Li, Yong Zhang, N. A. Jin', and an He. "Reversion strategy for online portfolio selection with transaction costs." International Journal of Applied Decision Sciences 11, no. 1 (2018): 79. http://dx.doi.org/10.1504/ijads.2018.088632.
Yang, Xingyu, Huaping Li, Yong Zhang, and Jin'an He. "Reversion Strategy for Online Portfolio Selection with Transaction Costs." International Journal of Applied Decision Sciences 11, no. 1 (2018): 1. http://dx.doi.org/10.1504/ijads.2018.10007603.
Li, Bin, Steven C. H. Hoi, Peilin Zhao, and Vivekanand Gopalkrishnan. "Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection." ACM Transactions on Knowledge Discovery from Data 7, no. 1 (March 2013): 1–38. http://dx.doi.org/10.1145/2435209.2435213.
Guan, Hao, and Zhiyong An. "A local adaptive learning system for online portfolio selection." Knowledge-Based Systems 186 (December 2019): 104958. http://dx.doi.org/10.1016/j.knosys.2019.104958.
Cai, Xia, and Zekun Ye. "Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection." IEEE Transactions on Signal Processing 67, no. 21 (November 1, 2019): 5558–70. http://dx.doi.org/10.1109/tsp.2019.2941067.
Zhang, Yong, and Xingyu Yang. "Online Portfolio Selection Strategy Based on Combining Experts’ Advice." Computational Economics 50, no. 1 (May 25, 2016): 141–59. http://dx.doi.org/10.1007/s10614-016-9585-0.
Xu, L., F. Hutter, H. H. Hoos, and K. Leyton-Brown. "SATzilla: Portfolio-based Algorithm Selection for SAT." Journal of Artificial Intelligence Research 32 (July 1, 2008): 565–606. http://dx.doi.org/10.1613/jair.2490.
Ha, Youngmin, and Hai Zhang. "Algorithmic trading for online portfolio selection under limited market liquidity." European Journal of Operational Research 286, no. 3 (November 2020): 1033–51. http://dx.doi.org/10.1016/j.ejor.2020.03.050.
Sirirut, Taksaporn, and Dawud Thongtha. "Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach." Journal of Mathematical Finance 12, no. 03 (2022): 480–96. http://dx.doi.org/10.4236/jmf.2022.123026.
Peng, Zijin, Weijun Xu, and Hongyi Li. "A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion." Discrete Dynamics in Nature and Society 2020 (January 29, 2020): 1–13. http://dx.doi.org/10.1155/2020/5956146.
Hazan, Elad, and Satyen Kale. "AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION." Mathematical Finance 25, no. 2 (November 2, 2012): 288–310. http://dx.doi.org/10.1111/mafi.12006.
Yang, Xingyu, Jin’an He, Jiayi Xian, Hong Lin, and Yong Zhang. "Aggregating expert advice strategy for online portfolio selection with side information." Soft Computing 24, no. 3 (May 21, 2019): 2067–81. http://dx.doi.org/10.1007/s00500-019-04039-7.
Cindy Hadinata, Farah Margaretha Leon,. "The Influence Of Demography And Risk Tolerance Toward Portfolio Invesment Selection Of Post Graduate Students." Jurnal Manajemen 22, no. 3 (October 24, 2018): 360. http://dx.doi.org/10.24912/jm.v22i3.427.
Khedmati, Majid, and Pejman Azin. "An online portfolio selection algorithm using clustering approaches and considering transaction costs." Expert Systems with Applications 159 (November 2020): 113546. http://dx.doi.org/10.1016/j.eswa.2020.113546.
Sievers, Silvan, Michael Katz, Shirin Sohrabi, Horst Samulowitz, and Patrick Ferber. "Deep Learning for Cost-Optimal Planning: Task-Dependent Planner Selection." Proceedings of the AAAI Conference on Artificial Intelligence 33 (July 17, 2019): 7715–23. http://dx.doi.org/10.1609/aaai.v33i01.33017715.
Zhang, Yong, Hong Lin, Xingyu Yang, and Wanrong Long. "Combining expert weights for online portfolio selection based on the gradient descent algorithm." Knowledge-Based Systems 234 (December 2021): 107533. http://dx.doi.org/10.1016/j.knosys.2021.107533.
Chu, Gang, Wei Zhang, Guofeng Sun, and Xiaotao Zhang. "A new online portfolio selection algorithm based on Kalman Filter and anti-correlation." Physica A: Statistical Mechanics and its Applications 536 (December 2019): 120949. http://dx.doi.org/10.1016/j.physa.2019.04.185.
Yang, Xingyu, Jin’an He, Hong Lin, and Yong Zhang. "Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method." Computational Economics 55, no. 1 (April 10, 2019): 231–51. http://dx.doi.org/10.1007/s10614-019-09890-2.
Schroeder, Pascal, Imed Kacem, and Günter Schmidt. "Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices." RAIRO - Operations Research 53, no. 2 (April 2019): 559–76. http://dx.doi.org/10.1051/ro/2018064.
Wei, Pei. "Long-term General Asset Allocation for individual investors in Chinese securities market." BCP Business & Management 20 (June 28, 2022): 1207–16. http://dx.doi.org/10.54691/bcpbm.v20i.1120.
Ma, Tengfei, Patrick Ferber, Siyu Huo, Jie Chen, and Michael Katz. "Online Planner Selection with Graph Neural Networks and Adaptive Scheduling." Proceedings of the AAAI Conference on Artificial Intelligence 34, no. 04 (April 3, 2020): 5077–84. http://dx.doi.org/10.1609/aaai.v34i04.5949.
Wang, Xin, Tao Sun, and Zhi Liu. "Kernel-Based Aggregating Learning System for Online Portfolio Optimization." Mathematical Problems in Engineering 2020 (January 28, 2020): 1–14. http://dx.doi.org/10.1155/2020/6595329.
Li, Bo, Qi Wang, Yuan Yu, Meng-Ze Sun, Liang-Xia Chen, Zhong-Liang Xiang, Feng Zhao, Qing-Cong Lv, and Zhi-Yong An. "A novel risk-control model for the online portfolio selection of high-frequency transactions." Knowledge-Based Systems 240 (March 2022): 108176. http://dx.doi.org/10.1016/j.knosys.2022.108176.
Bowala, Sulalitha, and Japjeet Singh. "Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures." Journal of Risk and Financial Management 15, no. 10 (September 25, 2022): 427. http://dx.doi.org/10.3390/jrfm15100427.
Nuzzo, Iolanda, Nicola Caterino, Antonio Novellino, and Antonio Occhiuzzi. "Computer-Aided Decision Making for Regional Seismic Risk Mitigation Accounting for Limited Economic Resources." Applied Sciences 11, no. 12 (June 15, 2021): 5539. http://dx.doi.org/10.3390/app11125539.
Padhi, Dushmanta Kumar, Neelamadhab Padhy, Akash Kumar Bhoi, Jana Shafi, and Seid Hassen Yesuf. "An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction." Computational Intelligence and Neuroscience 2022 (June 23, 2022): 1–18. http://dx.doi.org/10.1155/2022/7588303.
Dombrovskii, Vladimir, and Tatiana Pashinskaya. "Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection." International Journal of Robust and Nonlinear Control 30, no. 3 (December 11, 2019): 1050–70. http://dx.doi.org/10.1002/rnc.4807.
Shuliuk, Nadiya. "Experience of profile orientation on the basis of specialized online resources." SCIENTIFIC STUDIOS ON SOCIAL AND POLITICAL PSYCHOLOGY 50, no. 47 (July 3, 2021): 252–59. http://dx.doi.org/10.61727/sssppj/1.2021.252.
Balcar, Štěpán, and Martin Pilát. "Heterogeneous Island Models and Their Application to Recommender Systems and Electric Vehicle Charging." International Journal on Artificial Intelligence Tools 29, no. 03n04 (June 2020): 2060010. http://dx.doi.org/10.1142/s0218213020600106.
Willmott, Taylor Jade, Erin Hurley, and Sharyn Rundle-Thiele. "Designing energy solutions: a comparison of two participatory design approaches for service innovation." Journal of Service Theory and Practice 32, no. 3 (March 17, 2022): 353–77. http://dx.doi.org/10.1108/jstp-03-2021-0040.
Kim, Minyoung. "Cost-Sensitive Estimation of ARMA Models for Financial Asset Return Data." Mathematical Problems in Engineering 2015 (2015): 1–8. http://dx.doi.org/10.1155/2015/232184.
Nindya Amelia, Nindya Amelia. "IMPLEMENTASI BAURAN PROMOSI SEBAGAI STRATEGI KOMUNIKASI PEMASARAN MEMOPRO WEDDING ORGANIZER DALAM MENINGKATKAN KONSUMEN MEMOPRO." NIVEDANA : Jurnal Komunikasi dan Bahasa 4, no. 1 (August 10, 2023): 223–39. http://dx.doi.org/10.53565/nivedana.v4i1.864.
Frej, Eduarda Asfora, Lucia Reis Peixoto Roselli, Alexandre Ramalho Alberti, Murilo Amorim Britto, Evônio de Barros Campelo Júnior, Rodrigo José Pires Ferreira, and Adiel Teixeira de Almeida. "Collaborative Decision Model for Allocating Intensive Care Units Beds with Scarce Resources in Health Systems: A Portfolio Based Approach under Expected Utility Theory and Bayesian Decision Analysis." Mathematics 11, no. 3 (January 28, 2023): 659. http://dx.doi.org/10.3390/math11030659.
Rácz, Attila, and Norbert Fogarasi. "Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction." Acta Universitatis Sapientiae, Informatica 13, no. 2 (December 1, 2021): 288–302. http://dx.doi.org/10.2478/ausi-2021-0013.
Howse, F., M. Ward, J. Horwood, B. Byrne, and A. Mirnezami. "Getting through the structured selection process." Bulletin of the Royal College of Surgeons of England 90, no. 2 (February 1, 2008): 56–58. http://dx.doi.org/10.1308/147363508x273768.
Rambe, Sokhira Linda Vinde. "Assessment Ideas For Fostering Online Learning Autonomy." English Education : English Journal for Teaching and Learning 9, no. 01 (June 30, 2021): 25–34. http://dx.doi.org/10.24952/ee.v9i01.3561.
Gensler, Sonja, Peter Leeflang, and Bernd Skiera. "Impact of online channel use on customer revenues and costs to serve: Considering product portfolios and self-selection." International Journal of Research in Marketing 29, no. 2 (June 2012): 192–201. http://dx.doi.org/10.1016/j.ijresmar.2011.09.004.