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A new online portfolio selection algorithm based on Kalman Filter and anti-correlation 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: Vol.536, 页码: 120949
作者:  Gang Chu;  Wei Zhang;  Guofeng Sun;  Xiaotao Zhang
收藏  |  浏览/下载:4/0  |  提交时间:2019/11/21
A MODEL OF INFLATION TRANSMISSION IN AN EXCHANGE RATE TARGET ZONE 期刊论文
BULLETIN OF ECONOMIC RESEARCH, 2018, 卷号: 70, 期号: 3, 页码: 285-297
作者:  Chua, Kevin C.
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/11
Study on Random Trading Behavior, Herd Behavior and Asset Price Volatility 会议论文
PROCEEDINGS OF THE 28TH CHINESE CONTROL AND DECISION CONFERENCE (2016 CCDC), 2016-01-01
作者:  Hu, Wenxiu;  Liu, Gang;  Zhang, Weiguo;  Wu, Tingting
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/20
Complexity of carbon market from multi-scale entropy analysis 期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2016, 卷号: 452, 页码: 79-85
作者:  Fan, Xinghua[1];  Li, Shasha[2];  Tian, Lixin[3]
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/24
Robust Median Reversion Strategy for Online Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2016, 卷号: 28, 期号: 9
作者:  Huang, Dingjiang;  Zhou, Junlong;  Li, Bin;  Hoi, Steven C. H.;  Zhou, Shuigeng
收藏  |  浏览/下载:7/0  |  提交时间:2019/12/05
Robust Median Reversion Strategy for Online Portfolio Selection 期刊论文
IEEE TRANSACTIONS ON KNOWLEDGE AND DATA ENGINEERING, 2016, 卷号: 28, 期号: 9
作者:  Huang, Dingjiang;  Zhou, Junlong;  Li, Bin;  Hoi, Steven C. H.;  Zhou, Shuigeng
收藏  |  浏览/下载:8/0  |  提交时间:2019/12/05
Moving average reversion strategy for on-line portfolio selection 期刊论文
ARTIFICIAL INTELLIGENCE, 2015, 卷号: 222, 页码: 104-123
作者:  Li, Bin;  Hoi, Steven C. H.;  Sahoo, Doyen;  Liu, Zhi-Yong
收藏  |  浏览/下载:97/0  |  提交时间:2015/09/21
基于协整及LSTAR模型的多元配对交易策略 学位论文
2015, 2015
黄艳龙
收藏  |  浏览/下载:5/0  |  提交时间:2016/02/23
Mean reversion in stock prices of seven Asian stock markets: Unit root test and stationary test with Fourier functions 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2015, 卷号: 37
作者:  Wang, Juan;  Zhang, Dongxiang;  Zhang, Jian
收藏  |  浏览/下载:6/0  |  提交时间:2019/12/05
Moving average reversion strategy for on-line portfolio selection 期刊论文
ARTIFICIAL INTELLIGENCE, 2015, 卷号: 222
作者:  Li, Bin;  Hoi, Steven C. H.;  Sahoo, Doyen;  Liu, Zhi-Yong
收藏  |  浏览/下载:4/0  |  提交时间:2019/12/05


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