Artículos de revistas sobre el tema "Online portfolio selection"
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LEVINA, TATSIANA y GLENN SHAFER. "PORTFOLIO SELECTION AND ONLINE LEARNING". International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 16, n.º 04 (agosto de 2008): 437–73. http://dx.doi.org/10.1142/s0218488508005364.
Texto completoLi, Bin y Steven C. H. Hoi. "Online portfolio selection". ACM Computing Surveys 46, n.º 3 (enero de 2014): 1–36. http://dx.doi.org/10.1145/2512962.
Texto completoStella, Fabio y Alfonso Ventura. "Defensive online portfolio selection". International Journal of Financial Markets and Derivatives 2, n.º 1/2 (2011): 88. http://dx.doi.org/10.1504/ijfmd.2011.038530.
Texto completoXie, Kailin, Jianfei Yin, Hengyong Yu, Hong Fu y Ying Chu. "Passive Aggressive Ensemble for Online Portfolio Selection". Mathematics 12, n.º 7 (23 de marzo de 2024): 956. http://dx.doi.org/10.3390/math12070956.
Texto completoYamim, João Daniel Madureira, Carlos Cristiano Hasenclever Borges y Raul Fonseca Neto. "Online Portfolio Optimization with Risk Control". Trends in Computational and Applied Mathematics 22, n.º 3 (2 de septiembre de 2021): 475–93. http://dx.doi.org/10.5540/tcam.2021.022.03.00475.
Texto completoGuo, Sini, Jia-Wen Gu y Wai-Ki Ching. "Adaptive online portfolio selection with transaction costs". European Journal of Operational Research 295, n.º 3 (diciembre de 2021): 1074–86. http://dx.doi.org/10.1016/j.ejor.2021.03.023.
Texto completoLi, Bin, Jialei Wang, Dingjiang Huang y Steven C. H. Hoi. "Transaction cost optimization for online portfolio selection". Quantitative Finance 18, n.º 8 (24 de agosto de 2017): 1411–24. http://dx.doi.org/10.1080/14697688.2017.1357831.
Texto completoDas, Puja, Nicholas Johnson y Arindam Banerjee. "Online Lazy Updates for Portfolio Selection with Transaction Costs". Proceedings of the AAAI Conference on Artificial Intelligence 27, n.º 1 (30 de junio de 2013): 202–8. http://dx.doi.org/10.1609/aaai.v27i1.8693.
Texto completoYin, Jianfei, Ruili Wang, Yeqing Guo, Yizhe Bai, Shunda Ju, Weili Liu y Joshua Zhexue Huang. "Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices". ACM Transactions on Knowledge Discovery from Data 16, n.º 2 (30 de abril de 2022): 1–27. http://dx.doi.org/10.1145/3464308.
Texto completoMoon, Seung-Hyun y Yourim Yoon. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs". Mathematics 10, n.º 7 (26 de marzo de 2022): 1073. http://dx.doi.org/10.3390/math10071073.
Texto completoHuang, Dingjiang, Shunchang Yu, Bin Li, Steven C. H. Hoi y Shuigeng Zhou. "Combination Forecasting Reversion Strategy for Online Portfolio Selection". ACM Transactions on Intelligent Systems and Technology 9, n.º 5 (18 de julio de 2018): 1–22. http://dx.doi.org/10.1145/3200692.
Texto completoTsagaris, Theodoros, Ajay Jasra y Niall Adams. "Robust and adaptive algorithms for online portfolio selection". Quantitative Finance 12, n.º 11 (noviembre de 2012): 1651–62. http://dx.doi.org/10.1080/14697688.2012.691175.
Texto completoHuang, Ding-jiang, Junlong Zhou, Bin Li, Steven C. H. Hoi y Shuigeng Zhou. "Robust Median Reversion Strategy for Online Portfolio Selection". IEEE Transactions on Knowledge and Data Engineering 28, n.º 9 (1 de septiembre de 2016): 2480–93. http://dx.doi.org/10.1109/tkde.2016.2563433.
Texto completoYang, Xingyu, Huaping Li, Yong Zhang, N. A. Jin' y an He. "Reversion strategy for online portfolio selection with transaction costs". International Journal of Applied Decision Sciences 11, n.º 1 (2018): 79. http://dx.doi.org/10.1504/ijads.2018.088632.
Texto completoYang, Xingyu, Huaping Li, Yong Zhang y Jin'an He. "Reversion Strategy for Online Portfolio Selection with Transaction Costs". International Journal of Applied Decision Sciences 11, n.º 1 (2018): 1. http://dx.doi.org/10.1504/ijads.2018.10007603.
Texto completoLi, Bin, Steven C. H. Hoi, Peilin Zhao y Vivekanand Gopalkrishnan. "Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection". ACM Transactions on Knowledge Discovery from Data 7, n.º 1 (marzo de 2013): 1–38. http://dx.doi.org/10.1145/2435209.2435213.
Texto completoGuan, Hao y Zhiyong An. "A local adaptive learning system for online portfolio selection". Knowledge-Based Systems 186 (diciembre de 2019): 104958. http://dx.doi.org/10.1016/j.knosys.2019.104958.
Texto completoCai, Xia y Zekun Ye. "Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection". IEEE Transactions on Signal Processing 67, n.º 21 (1 de noviembre de 2019): 5558–70. http://dx.doi.org/10.1109/tsp.2019.2941067.
Texto completoZhang, Yong y Xingyu Yang. "Online Portfolio Selection Strategy Based on Combining Experts’ Advice". Computational Economics 50, n.º 1 (25 de mayo de 2016): 141–59. http://dx.doi.org/10.1007/s10614-016-9585-0.
Texto completoXu, L., F. Hutter, H. H. Hoos y K. Leyton-Brown. "SATzilla: Portfolio-based Algorithm Selection for SAT". Journal of Artificial Intelligence Research 32 (1 de julio de 2008): 565–606. http://dx.doi.org/10.1613/jair.2490.
Texto completoHa, Youngmin y Hai Zhang. "Algorithmic trading for online portfolio selection under limited market liquidity". European Journal of Operational Research 286, n.º 3 (noviembre de 2020): 1033–51. http://dx.doi.org/10.1016/j.ejor.2020.03.050.
Texto completoSirirut, Taksaporn y Dawud Thongtha. "Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach". Journal of Mathematical Finance 12, n.º 03 (2022): 480–96. http://dx.doi.org/10.4236/jmf.2022.123026.
Texto completoPeng, Zijin, Weijun Xu y Hongyi Li. "A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion". Discrete Dynamics in Nature and Society 2020 (29 de enero de 2020): 1–13. http://dx.doi.org/10.1155/2020/5956146.
Texto completoHazan, Elad y Satyen Kale. "AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION". Mathematical Finance 25, n.º 2 (2 de noviembre de 2012): 288–310. http://dx.doi.org/10.1111/mafi.12006.
Texto completoYang, Xingyu, Jin’an He, Jiayi Xian, Hong Lin y Yong Zhang. "Aggregating expert advice strategy for online portfolio selection with side information". Soft Computing 24, n.º 3 (21 de mayo de 2019): 2067–81. http://dx.doi.org/10.1007/s00500-019-04039-7.
Texto completoCindy Hadinata, Farah Margaretha Leon,. "The Influence Of Demography And Risk Tolerance Toward Portfolio Invesment Selection Of Post Graduate Students". Jurnal Manajemen 22, n.º 3 (24 de octubre de 2018): 360. http://dx.doi.org/10.24912/jm.v22i3.427.
Texto completoKhedmati, Majid y Pejman Azin. "An online portfolio selection algorithm using clustering approaches and considering transaction costs". Expert Systems with Applications 159 (noviembre de 2020): 113546. http://dx.doi.org/10.1016/j.eswa.2020.113546.
Texto completoSievers, Silvan, Michael Katz, Shirin Sohrabi, Horst Samulowitz y Patrick Ferber. "Deep Learning for Cost-Optimal Planning: Task-Dependent Planner Selection". Proceedings of the AAAI Conference on Artificial Intelligence 33 (17 de julio de 2019): 7715–23. http://dx.doi.org/10.1609/aaai.v33i01.33017715.
Texto completoZhang, Yong, Hong Lin, Xingyu Yang y Wanrong Long. "Combining expert weights for online portfolio selection based on the gradient descent algorithm". Knowledge-Based Systems 234 (diciembre de 2021): 107533. http://dx.doi.org/10.1016/j.knosys.2021.107533.
Texto completoChu, Gang, Wei Zhang, Guofeng Sun y Xiaotao Zhang. "A new online portfolio selection algorithm based on Kalman Filter and anti-correlation". Physica A: Statistical Mechanics and its Applications 536 (diciembre de 2019): 120949. http://dx.doi.org/10.1016/j.physa.2019.04.185.
Texto completoYang, Xingyu, Jin’an He, Hong Lin y Yong Zhang. "Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method". Computational Economics 55, n.º 1 (10 de abril de 2019): 231–51. http://dx.doi.org/10.1007/s10614-019-09890-2.
Texto completoSchroeder, Pascal, Imed Kacem y Günter Schmidt. "Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices". RAIRO - Operations Research 53, n.º 2 (abril de 2019): 559–76. http://dx.doi.org/10.1051/ro/2018064.
Texto completoWei, Pei. "Long-term General Asset Allocation for individual investors in Chinese securities market". BCP Business & Management 20 (28 de junio de 2022): 1207–16. http://dx.doi.org/10.54691/bcpbm.v20i.1120.
Texto completoMa, Tengfei, Patrick Ferber, Siyu Huo, Jie Chen y Michael Katz. "Online Planner Selection with Graph Neural Networks and Adaptive Scheduling". Proceedings of the AAAI Conference on Artificial Intelligence 34, n.º 04 (3 de abril de 2020): 5077–84. http://dx.doi.org/10.1609/aaai.v34i04.5949.
Texto completoWang, Xin, Tao Sun y Zhi Liu. "Kernel-Based Aggregating Learning System for Online Portfolio Optimization". Mathematical Problems in Engineering 2020 (28 de enero de 2020): 1–14. http://dx.doi.org/10.1155/2020/6595329.
Texto completoLi, Bo, Qi Wang, Yuan Yu, Meng-Ze Sun, Liang-Xia Chen, Zhong-Liang Xiang, Feng Zhao, Qing-Cong Lv y Zhi-Yong An. "A novel risk-control model for the online portfolio selection of high-frequency transactions". Knowledge-Based Systems 240 (marzo de 2022): 108176. http://dx.doi.org/10.1016/j.knosys.2022.108176.
Texto completoBowala, Sulalitha y Japjeet Singh. "Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures". Journal of Risk and Financial Management 15, n.º 10 (25 de septiembre de 2022): 427. http://dx.doi.org/10.3390/jrfm15100427.
Texto completoNuzzo, Iolanda, Nicola Caterino, Antonio Novellino y Antonio Occhiuzzi. "Computer-Aided Decision Making for Regional Seismic Risk Mitigation Accounting for Limited Economic Resources". Applied Sciences 11, n.º 12 (15 de junio de 2021): 5539. http://dx.doi.org/10.3390/app11125539.
Texto completoPadhi, Dushmanta Kumar, Neelamadhab Padhy, Akash Kumar Bhoi, Jana Shafi y Seid Hassen Yesuf. "An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction". Computational Intelligence and Neuroscience 2022 (23 de junio de 2022): 1–18. http://dx.doi.org/10.1155/2022/7588303.
Texto completoDombrovskii, Vladimir y 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, n.º 3 (11 de diciembre de 2019): 1050–70. http://dx.doi.org/10.1002/rnc.4807.
Texto completoShuliuk, Nadiya. "Experience of profile orientation on the basis of specialized online resources". SCIENTIFIC STUDIOS ON SOCIAL AND POLITICAL PSYCHOLOGY 50, n.º 47 (3 de julio de 2021): 252–59. http://dx.doi.org/10.61727/sssppj/1.2021.252.
Texto completoBalcar, Štěpán y Martin Pilát. "Heterogeneous Island Models and Their Application to Recommender Systems and Electric Vehicle Charging". International Journal on Artificial Intelligence Tools 29, n.º 03n04 (junio de 2020): 2060010. http://dx.doi.org/10.1142/s0218213020600106.
Texto completoWillmott, Taylor Jade, Erin Hurley y Sharyn Rundle-Thiele. "Designing energy solutions: a comparison of two participatory design approaches for service innovation". Journal of Service Theory and Practice 32, n.º 3 (17 de marzo de 2022): 353–77. http://dx.doi.org/10.1108/jstp-03-2021-0040.
Texto completoKim, 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.
Texto completoNindya Amelia, Nindya Amelia. "IMPLEMENTASI BAURAN PROMOSI SEBAGAI STRATEGI KOMUNIKASI PEMASARAN MEMOPRO WEDDING ORGANIZER DALAM MENINGKATKAN KONSUMEN MEMOPRO". NIVEDANA : Jurnal Komunikasi dan Bahasa 4, n.º 1 (10 de agosto de 2023): 223–39. http://dx.doi.org/10.53565/nivedana.v4i1.864.
Texto completoFrej, Eduarda Asfora, Lucia Reis Peixoto Roselli, Alexandre Ramalho Alberti, Murilo Amorim Britto, Evônio de Barros Campelo Júnior, Rodrigo José Pires Ferreira y 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, n.º 3 (28 de enero de 2023): 659. http://dx.doi.org/10.3390/math11030659.
Texto completoRácz, Attila y Norbert Fogarasi. "Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction". Acta Universitatis Sapientiae, Informatica 13, n.º 2 (1 de diciembre de 2021): 288–302. http://dx.doi.org/10.2478/ausi-2021-0013.
Texto completoHowse, F., M. Ward, J. Horwood, B. Byrne y A. Mirnezami. "Getting through the structured selection process". Bulletin of the Royal College of Surgeons of England 90, n.º 2 (1 de febrero de 2008): 56–58. http://dx.doi.org/10.1308/147363508x273768.
Texto completoRambe, Sokhira Linda Vinde. "Assessment Ideas For Fostering Online Learning Autonomy". English Education : English Journal for Teaching and Learning 9, n.º 01 (30 de junio de 2021): 25–34. http://dx.doi.org/10.24952/ee.v9i01.3561.
Texto completoGensler, Sonja, Peter Leeflang y 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, n.º 2 (junio de 2012): 192–201. http://dx.doi.org/10.1016/j.ijresmar.2011.09.004.
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