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A local adaptive learning system for online portfolio selection
16 references·2 citing·36 second hop
A local adaptive learning system for online portfolio selection (2019)A local adaptive learning system for onli…Deep Learning for Finance: Deep Portfolios (2016)Deep Learning for Finance: De…Online portfolio selection (2014)Online portfolio selection60 Years of portfolio optimization: Practical challenges and current trends (2013)60 Years of portfolio optimiz…PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)PAMR: Passive aggressive mean…A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability (2005)A Simulation Approach to Dyna…Can We Learn to Beat the Best Stock (2004)Can We Learn to Beat the Best…The predictability of security returns with simple technical trading rules (1998)The predictability of securit…On‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…Universal Portfolios (1991)Universal PortfoliosSeasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K. (1991)Seasonality in Stock Price Me…Evidence of Predictable Behavior of Security Returns (1990)Evidence of Predictable Behav…Mean-Variance Analysis in Portfolio Choice and Capital Markets. (1989)Mean-Variance Analysis in Por…How to Use Security Analysis to Improve Portfolio Selection (1973)How to Use Security Analysis …Mutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection: Efficient Diversification of Investments. (1962)Portfolio Selection: Efficien…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Multi-layer features ablation of BERT model and its application in stock trend prediction (2022)Multi-layer features ablation…Combining expert weights for online portfolio selection based on the gradient descent algorithm (2021)Combining expert weights for …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)Coherent Measures of Risk (1999)Optimization of conditional value-at-risk (2000)Building Diversified Portfolios that Outperform Out of Sample (2016)Decision-making for financial trading: A fusion approach of machine learning and portfolio selection (2018)Portfolio optimization with return prediction using deep learning and machine learning (2020)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Efficient Capital Markets: II (1991)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Investor Psychology and Security Market Under‐ and Overreactions (1998)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)NSE Stock Market Prediction Using Deep-Learning Models (2018)Deep learning for financial applications : A survey (2020)Stock Market Prediction Using LSTM Recurrent Neural Network (2020)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Essays in the Theory of Risk-Bearing. (1972)Adaptive Game Playing Using Multiplicative Weights (1999)Efficient algorithms for online decision problems (2004)Robust Dynamic Programming (2005)Foundations of Portfolio Theory (1991)Asset pricing with liquidity risk (2005)An Engine, Not a Camera (2006)On Estimating the Expected Return on the Market: An Exploratory Investigation (1980)Performance measurement with the arbitrage pricing theory (1986)The Determinants of the Flow of Funds of Managed Portfolios: Mutual Funds vs. Pension Funds (2002)The Cross-Section of Expected Stock Returns (1992)Multifactor Explanations of Asset Pricing Anomalies (1996)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)
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References

  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1962Portfolio Selection: Efficient Diversification of Investments.3,621 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1,160 cited
  • 1973How to Use Security Analysis to Improve Portfolio Selection822 cited
  • 2016Deep Learning for Finance: Deep Portfolios765 cited
  • 201360 Years of portfolio optimization: Practical challenges and current trends633 cited
  • 1991Universal Portfolios581 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 2005A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability335 cited
  • 1998The predictability of security returns with simple technical trading rules264 cited
  • 2004Can We Learn to Beat the Best Stock246 cited
  • 2014Online portfolio selection245 cited
  • 2012PAMR: Passive aggressive mean reversion strategy for portfolio selection235 cited
  • 1991Seasonality in Stock Price Mean Reversion: Evidence from the U.S. and the U.K.

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218 cited

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  • 2022Multi-layer features ablation of BERT model and its application in stock trend prediction39 cited
  • 2021Combining expert weights for online portfolio selection based on the gradient descent algorithm31 cited