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Can We Learn to Beat the Best Stock
7 references·16 citing·29 second hop
Can We Learn to Beat the Best Stock (2004)Can We Learn to Beat the Best StockA non-random walk down Wall Street (1999)A non-random walk down Wall S…On‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…How to use expert advice (1997)How to use expert adviceUniversal portfolios with side information (1996)Universal portfolios with sid…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Portfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficien…Reinforcement Learning for Quantitative Trading (2023)Reinforcement Learning for Qu…Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism (2020)Portfolio trading system of d…Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (2020)Cost-Sensitive Portfolio Sele…Application of Deep Q-Network in Portfolio Management (2020)Application of Deep Q-Network…Transaction cost optimization for online portfolio selection (2017)Transaction cost optimization…Robust Median Reversion Strategy for Online Portfolio Selection (2016)Robust Median Reversion Strat…Moving average reversion strategy for on-line portfolio selection (2015)Moving average reversion stra…Online portfolio selection (2014)Online portfolio selectionConfidence Weighted Mean Reversion Strategy for Online Portfolio Selection (2013)Confidence Weighted Mean Reve…PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)PAMR: Passive aggressive mean…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…On-Line Portfolio Selection with Moving Average Reversion (2012)On-Line Portfolio Selection w…Meta optimization and its application to portfolio selection (2011)Meta optimization and its app…INVESTIGATING PREDICTIVE POWER OF STOCK MICRO BLOG SENTIMENT IN FORECASTING FUTURE STOCK PRICE DIRECTIONAL MOVEMENT (2011)INVESTIGATING PREDICTIVE POWE…CORN (2011)CORNAlgorithms for portfolio management based on the Newton method (2006)Algorithms for portfolio mana…A Game of Prediction with Expert Advice (1998)“Options, Futures, and Other Derivatives” (2016)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)Contributions to the theory of games. (1960)The Asymptotic Theory of Extreme Order Statistics (1990)Tracking the Best Expert (1998)Adaptive Game Playing Using Multiplicative Weights (1999)PORTFOLIO SELECTION* (1952)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Universal portfolios with and without transaction costs (1997)Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)Efficient algorithms for online decision problems (2004)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Portfolio Selection (1952)An analog of the minimax theorem for vector payoffs (1956)Universal Portfolios (1991)Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Noisy Time Series Prediction using Recurrent Neural Networks and Grammatical Inference (2001)Risk Management for Hedge Funds: Introduction and Overview (2001)THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE (2010)
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References

  • 1959Portfolio Selection: Efficient Diversification of Investments5,535 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1999A non-random walk down Wall Street647 cited
  • 1997How to use expert advice631 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 1996Universal portfolios with side information349 cited

Cited by

  • 2014Online portfolio selection245 cited
  • 2006Algorithms for portfolio management based on the Newton method239 cited
  • 2012PAMR: Passive aggressive mean reversion strategy for portfolio selection235 cited
  • 2011INVESTIGATING PREDICTIVE POWER OF STOCK MICRO BLOG SENTIMENT IN FORECASTING FUTURE STOCK PRICE DIRECTIONAL MOVEMENT183 cited
  • 2011CORN156 cited
  • 2015Moving average reversion strategy for on-line portfolio selection147 cited
  • 2016Robust Median Reversion Strategy for Online Portfolio Selection138 cited
  • 2013Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection133 cited

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  • 2020Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning114 cited
  • 2017Transaction cost optimization for online portfolio selection89 cited
  • 2023Reinforcement Learning for Quantitative Trading77 cited
  • 2012On-Line Portfolio Selection with Moving Average Reversion77 cited
  • 2020Application of Deep Q-Network in Portfolio Management68 cited
  • 2011Meta optimization and its application to portfolio selection68 cited
  • 2012Online Portfolio Selection: A Survey68 cited
  • 2020Portfolio trading system of digital currencies: A deep reinforcement learning with multidimensional attention gating mechanism61 cited