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Feeds
Submitted
Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
8 years ago | 1 download |
Submitted
Fast multi-output relevance vector regression
Multi-output nonlinear regression
8 years ago | 1 download |
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
8 years ago | 1 download |
