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Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
8 years 前 | 1 次下载 |
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Fast multi-output relevance vector regression
Multi-output nonlinear regression
8 years 前 | 1 次下载 |
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Algorithmic trading in limit order books for online portfolio selection
An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio
8 years 前 | 1 次下载 |
