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Youngmin Ha
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Submitted
Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
ongeveer 7 jaar ago | 2 downloads |
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Fast multi-output relevance vector regression
Multi-output nonlinear regression
meer dan 7 jaar ago | 3 downloads |
![Thumbnail](/matlabcentral/mlc-downloads/downloads/submissions/49131/versions/5/screenshot.jpg)
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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
meer dan 7 jaar ago | 3 downloads |