CORN: Correlation-driven nonparametric learning approach for portfolio selection

ACM Transactions on Intelligent Systems and Technology

Volumn 2, Issue 3, 2011, Pages

  Li, Bin ^a   Hoi, Steven C H ^a   Gopalkrishnan, Vivekanand ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

Correlation coefficient; Nonparametric learning; Online portfolio selection

Indexed keywords

BUSINESS APPLICATIONS; CORRELATION COEFFICIENT; EMPIRICAL PERFORMANCE; FINANCIAL MARKET; LEARNING APPROACH; LEARNING STRATEGY; MACHINE LEARNING TECHNIQUES; NON-PARAMETRIC; NONPARAMETRIC LEARNING; ONLINE PORTFOLIO SELECTION; PORTFOLIO SELECTION; STATISTICAL RELATIONS; STOCK MARKET; TRANSACTION COST;

ALGORITHMS; COMMERCE; FINANCE;

E-LEARNING;

EID: 79955690700     PISSN: 21576904     EISSN: 21576912     Source Type: Journal    
DOI: 10.1145/1961189.1961193     Document Type: Article

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