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Youngmin Ha


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

Followers: 0   Following: 0

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  • 5-Star Galaxy Level 3
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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 |

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A soumis


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

environ 7 ans il y a | 4 téléchargements |

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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 |