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Online Portfolio Selection: Principles and Algorithms

By Bin Li, Steven Chu Hong Hoi
Hardcover
$225.00
By Bin Li, Steven Chu Hong Hoi
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With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and presents a collection of innovative strategies that leverage machine learning techniques for financial investment.

The book presents four new algorithms based on machine learning techniques that wer...

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