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An online portfolio strategy based on trend promote price tracing ensemble learning algorithm
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An online portfolio strategy based on trend promote price tracing ensemble learning algorithm (2021)An online portfolio strategy based on tre…Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources (2021)Big data and portfolio optimi…Adaptive online portfolio selection with transaction costs (2021)Adaptive online portfolio sel…Dynamic portfolio optimization based on grey relational analysis approach (2020)Dynamic portfolio optimizatio…Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection (2020)Comparing high-dimensional co…A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization (2020)A parallel variable neighborh…Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set (2019)Robust multi-period portfolio…Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection (2019)Gaussian Weighting Reversion …Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method (2019)Boosting Exponential Gradient…A local adaptive learning system for online portfolio selection (2019)A local adaptive learning sys…A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange (2019)A hybrid approach for portfol…A Peak Price Tracking-Based Learning System for Portfolio Selection (2017)A Peak Price Tracking-Based L…Stock market index prediction using artificial neural network (2016)Stock market index prediction…Robust Median Reversion Strategy for Online Portfolio Selection (2016)Robust Median Reversion Strat…Weighted Moving Average Passive Aggressive Algorithm for Online Portfolio Selection (2013)Weighted Moving Average Passi…Online Lazy Updates for Portfolio Selection with Transaction Costs (2013)Online Lazy Updates for Portf…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…PORTFOLIO SELECTION* (1952)Portfolio Selection with Transaction Costs (1990)Prediction, Learning, and Games (2006)Short-term sparse portfolio optimization based on alternating direction method of multipliers (2018)Assessing dynamic qualities of investor sentiments for stock recommendation (2020)Combining expert weights for online portfolio selection based on the gradient descent algorithm (2021)Evidence of Predictable Behavior of Security Returns (1990)Universal Portfolios (1991)Can We Learn to Beat the Best Stock (2004)Commission Fee is not Enough: A Hierarchical Reinforced Framework for Portfolio Management (2021)Improving Generalization in Reinforcement Learning–Based Trading by Using a Generative Adversarial Market Model (2021)GPM: A graph convolutional network based reinforcement learning framework for portfolio management (2022)The Behavior of Stock-Market Prices (1965)On estimating the expected return on the market (1980)Multifactor Explanations of Asset Pricing Anomalies (1996)Transaction cost optimization for online portfolio selection (2017)Cost-Sensitive Portfolio Selection via Deep Reinforcement Learning (2020)Does OVX affect WTI and Brent oil spot variance? Evidence from an entropy analysis (2020)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)A neural network approach for credit risk evaluation (2007)Using artificial neural network models in stock market index prediction (2011)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Forecasting: theory and practice (2022)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Coherent Measures of Risk (1999)A new methodology for multi-period portfolio selection based on the risk measure of lower partial moments (2019)Robust portfolio selection problems: a comprehensive review (2022)Fifty years of portfolio optimization (2023)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)“Options, Futures, and Other Derivatives” (2016)Relation-Aware Transformer for Portfolio Policy Learning (2020)What is the Value of the Cross-Sectional Approach to Deep Reinforcement Learning? (2020)Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system (2022)Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation (2000)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Mean–variance portfolio optimization using machine learning-based stock price prediction (2020)Portfolio optimization with return prediction using deep learning and machine learning (2020)Research on Stock Price Time Series Prediction Based on Deep Learning and Autoregressive Integrated Moving Average (2022)The Utility Analysis of Choices Involving Risk (1948)Introduction to Grey system theory (1989)- Theory and applications (2013)Heuristics for cardinality constrained portfolio optimisation (2000)60 Years of portfolio optimization: Practical challenges and current trends (2013)Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization (2022)Optimizing investment portfolios with a sequential ensemble of decision tree-based models and the FBI algorithm for efficient financial analysis (2024)Portfolio Selection: Efficient Diversification of Investments (1959)Mutual Fund Performance (1966)A novel online portfolio selection approach based on pattern matching and ESG factors (2023)Improving Corporate Environmental Performance Through Big Data Analytics Implementation: The Role of Industry Environment (2025)
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References

  • 2016Stock market index prediction using artificial neural network423 cited
  • 2016Robust Median Reversion Strategy for Online Portfolio Selection138 cited
  • 2019A hybrid approach for portfolio selection with higher-order moments: Empirical evidence from Shanghai Stock Exchange85 cited
  • 2020A parallel variable neighborhood search algorithm with quadratic programming for cardinality constrained portfolio optimization75 cited
  • 2012Online Portfolio Selection: A Survey68 cited
  • 2021Adaptive online portfolio selection with transaction costs60 cited
  • 2019Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set57 cited
  • 2013Online Lazy Updates for Portfolio Selection with Transaction Costs53 cited
  • 2020Dynamic portfolio optimization based on grey relational analysis approach50 cited
  • 2013Weighted Moving Average Passive Aggressive Algorithm for Online Portfolio Selection45 cited
  • 2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources44 cited
  • 2019A local adaptive learning system for online portfolio selection40 cited
  • 2017A Peak Price Tracking-Based Learning System for Portfolio Selection35 cited
  • 2019Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection

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28 cited
  • 2020Comparing high-dimensional conditional covariance matrices: Implications for portfolio selection27 cited
  • 2019Boosting Exponential Gradient Strategy for Online Portfolio Selection: An Aggregating Experts’ Advice Method27 cited
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