Ministry of Education, Singapore under its Academic Research Funding Tier 1The short version of this work appeared at the 29th International Conference on Machine Learning (ICML 2012).</p
This work proposes a novel portfolio management technique, the Meta Portfolio Method (MPM), inspired...
This is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance o...
ABSTRACT: In finance there has always been the problem of how to combine investments to form a portf...
On-line portfolio selection has attracted in-creasing interests in machine learning and AI communiti...
On-line portfolio selection, aiming to sequentially determine optimal allocations across a set of as...
This article proposes a novel online portfolio selection strategy named “Passive Aggressive Mean Rev...
This paper proposes a novel on-line portfolio selection strategy named “Confidence Weighted Mean Rev...
National Research Foundation (NRF) Singapore under its International Research Centres in Singapore F...
This project report is published in fulfillment of a Bachelor of Science Honours degree in Statistic...
National Research Foundation (NRF) Singapore under International Research Centres in Singapore Fundi...
Mean reversion is an important property when constructing efficient contrarian strategies. Researche...
The task of investing in financial markets to make profits and grow one’s wealth is not a straightfo...
This research paper introduces a portfolio recommendation system that utilizes machine learning and ...
Purpose: This paper discusses major stock market trends and provides information on stock marke...
Purpose: This paper discusses major stock market trends and provides information on stock marke...
This work proposes a novel portfolio management technique, the Meta Portfolio Method (MPM), inspired...
This is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance o...
ABSTRACT: In finance there has always been the problem of how to combine investments to form a portf...
On-line portfolio selection has attracted in-creasing interests in machine learning and AI communiti...
On-line portfolio selection, aiming to sequentially determine optimal allocations across a set of as...
This article proposes a novel online portfolio selection strategy named “Passive Aggressive Mean Rev...
This paper proposes a novel on-line portfolio selection strategy named “Confidence Weighted Mean Rev...
National Research Foundation (NRF) Singapore under its International Research Centres in Singapore F...
This project report is published in fulfillment of a Bachelor of Science Honours degree in Statistic...
National Research Foundation (NRF) Singapore under International Research Centres in Singapore Fundi...
Mean reversion is an important property when constructing efficient contrarian strategies. Researche...
The task of investing in financial markets to make profits and grow one’s wealth is not a straightfo...
This research paper introduces a portfolio recommendation system that utilizes machine learning and ...
Purpose: This paper discusses major stock market trends and provides information on stock marke...
Purpose: This paper discusses major stock market trends and provides information on stock marke...
This work proposes a novel portfolio management technique, the Meta Portfolio Method (MPM), inspired...
This is an Accepted Manuscript of an article published by Taylor & Francis in Quantitative Finance o...
ABSTRACT: In finance there has always been the problem of how to combine investments to form a portf...
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