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Steven C. H. Hoi · Study
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Author
Steven C. H. Hoi
12 works
· latest 2017
· 2 institutions
cluster: provisional
ORCID 0000-0002-4584-3453
Works
12 shown
Transaction cost optimization for online portfolio selection
Quantitative Finance
·
2017
·
4 authors
·
Open access
89
citations
Robust Median Reversion Strategy for Online Portfolio Selection
IEEE Transactions on Knowledge and Data Engineering
·
2016
·
5 authors
138
citations
Online ARIMA Algorithms for Time Series Prediction
Proceedings of the AAAI Conference on Artificial Intelligence
·
2016
·
4 authors
·
other
·
Open access
195
citations
OLPS: a toolbox for on-line portfolio selection
Singapore Management University Institutional Knowledge (InK) (Singapore Management University)
·
2016
·
3 authors
·
Open access
45
citations
Moving average reversion strategy for on-line portfolio selection
Artificial Intelligence
·
2015
·
4 authors
·
Open access
147
citations
Online portfolio selection
ACM Computing Surveys
·
2014
·
2 authors
245
citations
Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection
ACM Transactions on Knowledge Discovery from Data
·
2013
·
4 authors
133
citations
Online Portfolio Selection: A Survey
RePEc: Research Papers in Economics
·
2012
·
2 authors
·
preprint
·
Open access
68
citations
On-Line Portfolio Selection with Moving Average Reversion
RePEc: Research Papers in Economics
·
2012
·
2 authors
·
preprint
·
Open access
77
citations
PAMR: Passive aggressive mean reversion strategy for portfolio selection
Machine Learning
·
2012
·
4 authors
·
Open access
235
citations
Online AUC Maximization
·
2011
·
4 authors
183
citations
CORN
ACM Transactions on Intelligent Systems and Technology
·
2011
·
3 authors
156
citations