Articoli di riviste sul tema "Online portfolio selection"
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LEVINA, TATSIANA, e GLENN SHAFER. "PORTFOLIO SELECTION AND ONLINE LEARNING". International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 16, n. 04 (agosto 2008): 437–73. http://dx.doi.org/10.1142/s0218488508005364.
Li, Bin, e Steven C. H. Hoi. "Online portfolio selection". ACM Computing Surveys 46, n. 3 (gennaio 2014): 1–36. http://dx.doi.org/10.1145/2512962.
Stella, Fabio, e Alfonso Ventura. "Defensive online portfolio selection". International Journal of Financial Markets and Derivatives 2, n. 1/2 (2011): 88. http://dx.doi.org/10.1504/ijfmd.2011.038530.
Xie, Kailin, Jianfei Yin, Hengyong Yu, Hong Fu e Ying Chu. "Passive Aggressive Ensemble for Online Portfolio Selection". Mathematics 12, n. 7 (23 marzo 2024): 956. http://dx.doi.org/10.3390/math12070956.
Yamim, João Daniel Madureira, Carlos Cristiano Hasenclever Borges e Raul Fonseca Neto. "Online Portfolio Optimization with Risk Control". Trends in Computational and Applied Mathematics 22, n. 3 (2 settembre 2021): 475–93. http://dx.doi.org/10.5540/tcam.2021.022.03.00475.
Guo, Sini, Jia-Wen Gu e Wai-Ki Ching. "Adaptive online portfolio selection with transaction costs". European Journal of Operational Research 295, n. 3 (dicembre 2021): 1074–86. http://dx.doi.org/10.1016/j.ejor.2021.03.023.
Li, Bin, Jialei Wang, Dingjiang Huang e Steven C. H. Hoi. "Transaction cost optimization for online portfolio selection". Quantitative Finance 18, n. 8 (24 agosto 2017): 1411–24. http://dx.doi.org/10.1080/14697688.2017.1357831.
Das, Puja, Nicholas Johnson e Arindam Banerjee. "Online Lazy Updates for Portfolio Selection with Transaction Costs". Proceedings of the AAAI Conference on Artificial Intelligence 27, n. 1 (30 giugno 2013): 202–8. http://dx.doi.org/10.1609/aaai.v27i1.8693.
Yin, Jianfei, Ruili Wang, Yeqing Guo, Yizhe Bai, Shunda Ju, Weili Liu e Joshua Zhexue Huang. "Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices". ACM Transactions on Knowledge Discovery from Data 16, n. 2 (30 aprile 2022): 1–27. http://dx.doi.org/10.1145/3464308.
Moon, Seung-Hyun, e Yourim Yoon. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs". Mathematics 10, n. 7 (26 marzo 2022): 1073. http://dx.doi.org/10.3390/math10071073.
Huang, Dingjiang, Shunchang Yu, Bin Li, Steven C. H. Hoi e Shuigeng Zhou. "Combination Forecasting Reversion Strategy for Online Portfolio Selection". ACM Transactions on Intelligent Systems and Technology 9, n. 5 (18 luglio 2018): 1–22. http://dx.doi.org/10.1145/3200692.
Tsagaris, Theodoros, Ajay Jasra e Niall Adams. "Robust and adaptive algorithms for online portfolio selection". Quantitative Finance 12, n. 11 (novembre 2012): 1651–62. http://dx.doi.org/10.1080/14697688.2012.691175.
Huang, Ding-jiang, Junlong Zhou, Bin Li, Steven C. H. Hoi e Shuigeng Zhou. "Robust Median Reversion Strategy for Online Portfolio Selection". IEEE Transactions on Knowledge and Data Engineering 28, n. 9 (1 settembre 2016): 2480–93. http://dx.doi.org/10.1109/tkde.2016.2563433.
Yang, Xingyu, Huaping Li, Yong Zhang, N. A. Jin' e an He. "Reversion strategy for online portfolio selection with transaction costs". International Journal of Applied Decision Sciences 11, n. 1 (2018): 79. http://dx.doi.org/10.1504/ijads.2018.088632.
Yang, Xingyu, Huaping Li, Yong Zhang e Jin'an He. "Reversion Strategy for Online Portfolio Selection with Transaction Costs". International Journal of Applied Decision Sciences 11, n. 1 (2018): 1. http://dx.doi.org/10.1504/ijads.2018.10007603.
Li, Bin, Steven C. H. Hoi, Peilin Zhao e Vivekanand Gopalkrishnan. "Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection". ACM Transactions on Knowledge Discovery from Data 7, n. 1 (marzo 2013): 1–38. http://dx.doi.org/10.1145/2435209.2435213.
Guan, Hao, e Zhiyong An. "A local adaptive learning system for online portfolio selection". Knowledge-Based Systems 186 (dicembre 2019): 104958. http://dx.doi.org/10.1016/j.knosys.2019.104958.
Cai, Xia, e Zekun Ye. "Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection". IEEE Transactions on Signal Processing 67, n. 21 (1 novembre 2019): 5558–70. http://dx.doi.org/10.1109/tsp.2019.2941067.
Zhang, Yong, e Xingyu Yang. "Online Portfolio Selection Strategy Based on Combining Experts’ Advice". Computational Economics 50, n. 1 (25 maggio 2016): 141–59. http://dx.doi.org/10.1007/s10614-016-9585-0.
Xu, L., F. Hutter, H. H. Hoos e K. Leyton-Brown. "SATzilla: Portfolio-based Algorithm Selection for SAT". Journal of Artificial Intelligence Research 32 (1 luglio 2008): 565–606. http://dx.doi.org/10.1613/jair.2490.
Ha, Youngmin, e Hai Zhang. "Algorithmic trading for online portfolio selection under limited market liquidity". European Journal of Operational Research 286, n. 3 (novembre 2020): 1033–51. http://dx.doi.org/10.1016/j.ejor.2020.03.050.
Sirirut, Taksaporn, e Dawud Thongtha. "Online Portfolio Selection Based on Adaptive Kalman Filter through Fuzzy Approach". Journal of Mathematical Finance 12, n. 03 (2022): 480–96. http://dx.doi.org/10.4236/jmf.2022.123026.
Peng, Zijin, Weijun Xu e Hongyi Li. "A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion". Discrete Dynamics in Nature and Society 2020 (29 gennaio 2020): 1–13. http://dx.doi.org/10.1155/2020/5956146.
Hazan, Elad, e Satyen Kale. "AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION". Mathematical Finance 25, n. 2 (2 novembre 2012): 288–310. http://dx.doi.org/10.1111/mafi.12006.
Yang, Xingyu, Jin’an He, Jiayi Xian, Hong Lin e Yong Zhang. "Aggregating expert advice strategy for online portfolio selection with side information". Soft Computing 24, n. 3 (21 maggio 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, n. 3 (24 ottobre 2018): 360. http://dx.doi.org/10.24912/jm.v22i3.427.
Khedmati, Majid, e Pejman Azin. "An online portfolio selection algorithm using clustering approaches and considering transaction costs". Expert Systems with Applications 159 (novembre 2020): 113546. http://dx.doi.org/10.1016/j.eswa.2020.113546.
Sievers, Silvan, Michael Katz, Shirin Sohrabi, Horst Samulowitz e Patrick Ferber. "Deep Learning for Cost-Optimal Planning: Task-Dependent Planner Selection". Proceedings of the AAAI Conference on Artificial Intelligence 33 (17 luglio 2019): 7715–23. http://dx.doi.org/10.1609/aaai.v33i01.33017715.
Zhang, Yong, Hong Lin, Xingyu Yang e Wanrong Long. "Combining expert weights for online portfolio selection based on the gradient descent algorithm". Knowledge-Based Systems 234 (dicembre 2021): 107533. http://dx.doi.org/10.1016/j.knosys.2021.107533.
Chu, Gang, Wei Zhang, Guofeng Sun e Xiaotao Zhang. "A new online portfolio selection algorithm based on Kalman Filter and anti-correlation". Physica A: Statistical Mechanics and its Applications 536 (dicembre 2019): 120949. http://dx.doi.org/10.1016/j.physa.2019.04.185.
Yang, Xingyu, Jin’an He, Hong Lin e Yong Zhang. "Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method". Computational Economics 55, n. 1 (10 aprile 2019): 231–51. http://dx.doi.org/10.1007/s10614-019-09890-2.
Schroeder, Pascal, Imed Kacem e Günter Schmidt. "Optimal online algorithms for the portfolio selection problem, bi-directional trading and -search with interrelated prices". RAIRO - Operations Research 53, n. 2 (aprile 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 (28 giugno 2022): 1207–16. http://dx.doi.org/10.54691/bcpbm.v20i.1120.
Ma, Tengfei, Patrick Ferber, Siyu Huo, Jie Chen e Michael Katz. "Online Planner Selection with Graph Neural Networks and Adaptive Scheduling". Proceedings of the AAAI Conference on Artificial Intelligence 34, n. 04 (3 aprile 2020): 5077–84. http://dx.doi.org/10.1609/aaai.v34i04.5949.
Wang, Xin, Tao Sun e Zhi Liu. "Kernel-Based Aggregating Learning System for Online Portfolio Optimization". Mathematical Problems in Engineering 2020 (28 gennaio 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 e Zhi-Yong An. "A novel risk-control model for the online portfolio selection of high-frequency transactions". Knowledge-Based Systems 240 (marzo 2022): 108176. http://dx.doi.org/10.1016/j.knosys.2022.108176.
Bowala, Sulalitha, e Japjeet Singh. "Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures". Journal of Risk and Financial Management 15, n. 10 (25 settembre 2022): 427. http://dx.doi.org/10.3390/jrfm15100427.
Nuzzo, Iolanda, Nicola Caterino, Antonio Novellino e Antonio Occhiuzzi. "Computer-Aided Decision Making for Regional Seismic Risk Mitigation Accounting for Limited Economic Resources". Applied Sciences 11, n. 12 (15 giugno 2021): 5539. http://dx.doi.org/10.3390/app11125539.
Padhi, Dushmanta Kumar, Neelamadhab Padhy, Akash Kumar Bhoi, Jana Shafi e Seid Hassen Yesuf. "An Intelligent Fusion Model with Portfolio Selection and Machine Learning for Stock Market Prediction". Computational Intelligence and Neuroscience 2022 (23 giugno 2022): 1–18. http://dx.doi.org/10.1155/2022/7588303.
Dombrovskii, Vladimir, e 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. 3 (11 dicembre 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, n. 47 (3 luglio 2021): 252–59. http://dx.doi.org/10.61727/sssppj/1.2021.252.
Balcar, Štěpán, e Martin Pilát. "Heterogeneous Island Models and Their Application to Recommender Systems and Electric Vehicle Charging". International Journal on Artificial Intelligence Tools 29, n. 03n04 (giugno 2020): 2060010. http://dx.doi.org/10.1142/s0218213020600106.
Willmott, Taylor Jade, Erin Hurley e Sharyn Rundle-Thiele. "Designing energy solutions: a comparison of two participatory design approaches for service innovation". Journal of Service Theory and Practice 32, n. 3 (17 marzo 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, n. 1 (10 agosto 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 e 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. 3 (28 gennaio 2023): 659. http://dx.doi.org/10.3390/math11030659.
Rácz, Attila, e Norbert Fogarasi. "Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction". Acta Universitatis Sapientiae, Informatica 13, n. 2 (1 dicembre 2021): 288–302. http://dx.doi.org/10.2478/ausi-2021-0013.
Howse, F., M. Ward, J. Horwood, B. Byrne e A. Mirnezami. "Getting through the structured selection process". Bulletin of the Royal College of Surgeons of England 90, n. 2 (1 febbraio 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, n. 01 (30 giugno 2021): 25–34. http://dx.doi.org/10.24952/ee.v9i01.3561.
Gensler, Sonja, Peter Leeflang e 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. 2 (giugno 2012): 192–201. http://dx.doi.org/10.1016/j.ijresmar.2011.09.004.