[HTML][HTML] A novel adjusted learning algorithm for online portfolio selection using peak price tracking approach
HL Dai, CY Huang, HM Dai, FT Lai, XT Lv… - Decision Analytics …, 2023 - Elsevier
Abstract Online Portfolio Selection (OLPS) has attracted extensive interest in recent years.
Accurate prediction of future prices and determining the optimal portfolio selection strategy …
Accurate prediction of future prices and determining the optimal portfolio selection strategy …
Online Adaptive Asset Tracking Algorithm with Ordinal Information
F Lai, C Liang, C Huang, H Dai - Journal of Computational …, 2024 - ojs.bonviewpress.com
In recent years, an increasing number of researchers have applied machine learning
techniques to online portfolio selection (OLPS), aiming to improve the efficiency and …
techniques to online portfolio selection (OLPS), aiming to improve the efficiency and …
Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm
Y Zhang, H Lin, J Li, X Yang - Journal of the Operational Research …, 2023 - Taylor & Francis
Abstract Machine learning algorithms have been widely used to establish online portfolio
selection strategies. Meta-algorithm, one of the machine learning algorithms, has the …
selection strategies. Meta-algorithm, one of the machine learning algorithms, has the …
[HTML][HTML] A Novel Momentum-Based Measure for Online Portfolio Algorithm
X Lv, C Huang, H Dai - Journal of Computer and Communications, 2024 - scirp.org
In recent years, digital investment portfolios have become a significant area of interest in the
field of machine learning. To tackle the issue of neglecting the momentum effect in risk asset …
field of machine learning. To tackle the issue of neglecting the momentum effect in risk asset …
[PDF][PDF] Decision Analytics Journal
There has been significant interest in integrating sentiment analysis with graph neural
networks (GNNs) for stock prediction tasks. This article thoroughly reviews the application of …
networks (GNNs) for stock prediction tasks. This article thoroughly reviews the application of …