Nonparametric Kernel-Based Sequential Investment Strategies
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Bibliographic InfoArticle provided by Wiley Blackwell in its journal Mathematical Finance.
Volume (Year): 16 (2006)
Issue (Month): 2 ()
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- Bin Li & Steven C. H. Hoi, 2012. "Online Portfolio Selection: A Survey," Papers 1212.2129, arXiv.org, revised May 2013.
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- Sancetta, A., 2007. "Online Forecast Combination for Dependent Heterogeneous Data," Cambridge Working Papers in Economics 0718, Faculty of Economics, University of Cambridge.
- Roch, Oriol, 2013. "Histogram-based prediction of directional price relatives," Finance Research Letters, Elsevier, vol. 10(3), pages 110-115.
- Bin Li & Dingjiang Huang & Steven C. H. Hoi, 2013. "CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix," Papers 1306.1378, arXiv.org.
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