Community Profile

photo

Youngmin Ha


3 total contributions since 2017

Contributions in
View by

Submitted


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

presque 2 ans ago | 1 download |

Thumbnail

Submitted


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

environ 2 ans ago | 5 downloads |

Thumbnail

Submitted


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 2 ans ago | 1 download |