Metaalgorithm for Portfolio Selection
The article discusses the use of Online Gradient Update and Online Newton Update meta-algorithms in online portfolio selection, showing they can reduce risk and improve price prediction.
Featured in No. 71 on 23 Oct 2024 · on release day
- Released
- 23 Oct 2024
- First featured
- No. 71 · 23 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 19
- Identifier
- RePEc:taf:tjorxx:v:75:y:2024:i:10:p:2032-2051
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).