Artigos de revistas sobre o 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.º 04 (agosto de 2008): 437–73. http://dx.doi.org/10.1142/s0218488508005364.
Texto completo da fonteLi, Bin, e Steven C. H. Hoi. "Online portfolio selection". ACM Computing Surveys 46, n.º 3 (janeiro de 2014): 1–36. http://dx.doi.org/10.1145/2512962.
Texto completo da fonteStella, Fabio, e 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 completo da fonteXie, Kailin, Jianfei Yin, Hengyong Yu, Hong Fu e Ying Chu. "Passive Aggressive Ensemble for Online Portfolio Selection". Mathematics 12, n.º 7 (23 de março de 2024): 956. http://dx.doi.org/10.3390/math12070956.
Texto completo da fonteYamim, 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.º 3 (2 de setembro de 2021): 475–93. http://dx.doi.org/10.5540/tcam.2021.022.03.00475.
Texto completo da fonteGuo, Sini, Jia-Wen Gu e Wai-Ki Ching. "Adaptive online portfolio selection with transaction costs". European Journal of Operational Research 295, n.º 3 (dezembro de 2021): 1074–86. http://dx.doi.org/10.1016/j.ejor.2021.03.023.
Texto completo da fonteLi, Bin, Jialei Wang, Dingjiang Huang e 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 completo da fonteDas, 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.º 1 (30 de junho de 2013): 202–8. http://dx.doi.org/10.1609/aaai.v27i1.8693.
Texto completo da fonteYin, 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.º 2 (30 de abril de 2022): 1–27. http://dx.doi.org/10.1145/3464308.
Texto completo da fonteMoon, Seung-Hyun, e Yourim Yoon. "Genetic Mean Reversion Strategy for Online Portfolio Selection with Transaction Costs". Mathematics 10, n.º 7 (26 de março de 2022): 1073. http://dx.doi.org/10.3390/math10071073.
Texto completo da fonteHuang, 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.º 5 (18 de julho de 2018): 1–22. http://dx.doi.org/10.1145/3200692.
Texto completo da fonteTsagaris, Theodoros, Ajay Jasra e Niall Adams. "Robust and adaptive algorithms for online portfolio selection". Quantitative Finance 12, n.º 11 (novembro de 2012): 1651–62. http://dx.doi.org/10.1080/14697688.2012.691175.
Texto completo da fonteHuang, 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.º 9 (1 de setembro de 2016): 2480–93. http://dx.doi.org/10.1109/tkde.2016.2563433.
Texto completo da fonteYang, 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.º 1 (2018): 79. http://dx.doi.org/10.1504/ijads.2018.088632.
Texto completo da fonteYang, 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.º 1 (2018): 1. http://dx.doi.org/10.1504/ijads.2018.10007603.
Texto completo da fonteLi, 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.º 1 (março de 2013): 1–38. http://dx.doi.org/10.1145/2435209.2435213.
Texto completo da fonteGuan, Hao, e Zhiyong An. "A local adaptive learning system for online portfolio selection". Knowledge-Based Systems 186 (dezembro de 2019): 104958. http://dx.doi.org/10.1016/j.knosys.2019.104958.
Texto completo da fonteCai, Xia, e Zekun Ye. "Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection". IEEE Transactions on Signal Processing 67, n.º 21 (1 de novembro de 2019): 5558–70. http://dx.doi.org/10.1109/tsp.2019.2941067.
Texto completo da fonteZhang, Yong, e Xingyu Yang. "Online Portfolio Selection Strategy Based on Combining Experts’ Advice". Computational Economics 50, n.º 1 (25 de maio de 2016): 141–59. http://dx.doi.org/10.1007/s10614-016-9585-0.
Texto completo da fonteXu, L., F. Hutter, H. H. Hoos e K. Leyton-Brown. "SATzilla: Portfolio-based Algorithm Selection for SAT". Journal of Artificial Intelligence Research 32 (1 de julho de 2008): 565–606. http://dx.doi.org/10.1613/jair.2490.
Texto completo da fonteHa, Youngmin, e Hai Zhang. "Algorithmic trading for online portfolio selection under limited market liquidity". European Journal of Operational Research 286, n.º 3 (novembro de 2020): 1033–51. http://dx.doi.org/10.1016/j.ejor.2020.03.050.
Texto completo da fonteSirirut, Taksaporn, e 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 completo da fontePeng, 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 de janeiro de 2020): 1–13. http://dx.doi.org/10.1155/2020/5956146.
Texto completo da fonteHazan, Elad, e Satyen Kale. "AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION". Mathematical Finance 25, n.º 2 (2 de novembro de 2012): 288–310. http://dx.doi.org/10.1111/mafi.12006.
Texto completo da fonteYang, 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.º 3 (21 de maio de 2019): 2067–81. http://dx.doi.org/10.1007/s00500-019-04039-7.
Texto completo da fonteCindy 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 outubro de 2018): 360. http://dx.doi.org/10.24912/jm.v22i3.427.
Texto completo da fonteKhedmati, Majid, e Pejman Azin. "An online portfolio selection algorithm using clustering approaches and considering transaction costs". Expert Systems with Applications 159 (novembro de 2020): 113546. http://dx.doi.org/10.1016/j.eswa.2020.113546.
Texto completo da fonteSievers, 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 de julho de 2019): 7715–23. http://dx.doi.org/10.1609/aaai.v33i01.33017715.
Texto completo da fonteZhang, 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 (dezembro de 2021): 107533. http://dx.doi.org/10.1016/j.knosys.2021.107533.
Texto completo da fonteChu, 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 (dezembro de 2019): 120949. http://dx.doi.org/10.1016/j.physa.2019.04.185.
Texto completo da fonteYang, 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.º 1 (10 de abril de 2019): 231–51. http://dx.doi.org/10.1007/s10614-019-09890-2.
Texto completo da fonteSchroeder, 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.º 2 (abril de 2019): 559–76. http://dx.doi.org/10.1051/ro/2018064.
Texto completo da fonteWei, Pei. "Long-term General Asset Allocation for individual investors in Chinese securities market". BCP Business & Management 20 (28 de junho de 2022): 1207–16. http://dx.doi.org/10.54691/bcpbm.v20i.1120.
Texto completo da fonteMa, 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.º 04 (3 de abril de 2020): 5077–84. http://dx.doi.org/10.1609/aaai.v34i04.5949.
Texto completo da fonteWang, Xin, Tao Sun e Zhi Liu. "Kernel-Based Aggregating Learning System for Online Portfolio Optimization". Mathematical Problems in Engineering 2020 (28 de janeiro de 2020): 1–14. http://dx.doi.org/10.1155/2020/6595329.
Texto completo da fonteLi, 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 (março de 2022): 108176. http://dx.doi.org/10.1016/j.knosys.2022.108176.
Texto completo da fonteBowala, Sulalitha, e Japjeet Singh. "Optimizing Portfolio Risk of Cryptocurrencies Using Data-Driven Risk Measures". Journal of Risk and Financial Management 15, n.º 10 (25 de setembro de 2022): 427. http://dx.doi.org/10.3390/jrfm15100427.
Texto completo da fonteNuzzo, 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.º 12 (15 de junho de 2021): 5539. http://dx.doi.org/10.3390/app11125539.
Texto completo da fontePadhi, 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 de junho de 2022): 1–18. http://dx.doi.org/10.1155/2022/7588303.
Texto completo da fonteDombrovskii, 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.º 3 (11 de dezembro de 2019): 1050–70. http://dx.doi.org/10.1002/rnc.4807.
Texto completo da fonteShuliuk, 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 julho de 2021): 252–59. http://dx.doi.org/10.61727/sssppj/1.2021.252.
Texto completo da fonteBalcar, 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.º 03n04 (junho de 2020): 2060010. http://dx.doi.org/10.1142/s0218213020600106.
Texto completo da fonteWillmott, 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.º 3 (17 de março de 2022): 353–77. http://dx.doi.org/10.1108/jstp-03-2021-0040.
Texto completo da fonteKim, 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 completo da fonteNindya 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 completo da fonteFrej, 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.º 3 (28 de janeiro de 2023): 659. http://dx.doi.org/10.3390/math11030659.
Texto completo da fonteRácz, Attila, e Norbert Fogarasi. "Trading sparse, mean reverting portfolios using VAR(1) and LSTM prediction". Acta Universitatis Sapientiae, Informatica 13, n.º 2 (1 de dezembro de 2021): 288–302. http://dx.doi.org/10.2478/ausi-2021-0013.
Texto completo da fonteHowse, 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.º 2 (1 de fevereiro de 2008): 56–58. http://dx.doi.org/10.1308/147363508x273768.
Texto completo da fonteRambe, Sokhira Linda Vinde. "Assessment Ideas For Fostering Online Learning Autonomy". English Education : English Journal for Teaching and Learning 9, n.º 01 (30 de junho de 2021): 25–34. http://dx.doi.org/10.24952/ee.v9i01.3561.
Texto completo da fonteGensler, 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.º 2 (junho de 2012): 192–201. http://dx.doi.org/10.1016/j.ijresmar.2011.09.004.
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