Online portfolio selection is a fundamental problem in computational finance, which has
been extensively studied across several research communities, including finance, statistics …

Financial portfolio management is the process of constant redistribution of a fund into
different financial products. This paper presents a financial-model-free Reinforcement …

On-line portfolio selection is a practical financial engineering problem, which aims to
sequentially allocate capital among a set of assets in order to maximize long-term return. In …

Portfolio management is the decision-making process of allocating an amount of fund into
different financial investment products. Cryptocurrencies are electronic and decentralized …

This important text and reference for researchers and students in machine learning, game
theory, statistics and information theory offers a comprehensive treatment of the problem of …

This article proposes a novel online portfolio selection strategy named “Passive Aggressive
Mean Reversion”(PAMR). Unlike traditional trend following approaches, the proposed …

The investigation and development of new methods from diverse perspectives to shed light
on portfolio choice problems has never stagnated in financial research. Recently, multi …

Quantitative trading (QT), which refers to the usage of mathematical models and data-driven
techniques in analyzing the financial market, has been a popular topic in both academia and …

Purpose This paper aims to explore the latest study of the emerging data-driven approach in
the area of FinTech. This paper attempts to provide comprehensive comparisons, including …

On-line portfolio selection, a fundamental problem in computational finance, has attracted
increasing interest from artificial intelligence and machine learning communities in recent …