Youngmin Ha

Last seen: plus de 2 ans il y a Actif depuis 2017

Followers: 0   Following: 0


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A soumis

Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies

presque 7 ans il y a | 1 téléchargement |


A soumis

Fast multi-output relevance vector regression
Multi-output nonlinear regression

environ 7 ans il y a | 4 téléchargements |


A soumis

Algorithmic trading in limit order books for online portfolio selection
An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio

environ 7 ans il y a | 1 téléchargement |