Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm
Yong Zhang, Hong Lin, Jiahao Li and Xingyu Yang
| Year of publication: |
2024
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|---|---|
| Authors: | Zhang, Yong ; Lin, Hong ; Li, Jiahao ; Yang, Xingyu |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 75.2024, 10, p. 2032-2051
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| Subject: | expert advice | meta-algorithm | Online portfolio selection | price prediction | regret bound | Portfolio-Management | Portfolio selection | Theorie | Theory | Prognoseverfahren | Forecasting model | Preismanagement | Pricing strategy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2023.2295975 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015188543