Youngmin Ha
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Feeds
Submitted
Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
bijna 7 jaar ago | 2 downloads |
Submitted
Fast multi-output relevance vector regression
Multi-output nonlinear regression
ongeveer 7 jaar ago | 5 downloads |
Submitted
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
ongeveer 7 jaar ago | 3 downloads |