Online Portfolio Selection: Principles and Algorithms

by Steven Chu Hong Hoi and Bin Li

Book Overview

With the aim to sequentially determine optimal allocations across a set of assets, Online Portfolio Selection (OLPS) has significantly reshaped the financial investment landscape. Online Portfolio Selection: Principles and Algorithms supplies a comprehensive survey of existing OLPS principles and presents a collection of innovative strategies that leverage machine learning techniques for financial investment.

The book presents...

• Format: Paperback
• Language: English
• ISBN: 1138894109
• ISBN13: 9781138894105
• Release Date: January 2024
• Publisher: CRC Press
• Length: 230 Pages