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Part IV - Empirical Studies
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Part IV - Empirical Studies
by Steven Hong Hoi, Bin Li
Online Portfolio Selection
Front Cover (1/2)
Front Cover (2/2)
Contents
List of Figures
List of Tables
List of Notations
Preface
Acknowledgments
Authors
Part I - Introduction
Chapter 1 - Introduction (1/2)
Chapter 1 - Introduction (2/2)
Chapter 2 - Problem Formulation (1/2)
Chapter 2 - Problem Formulation (2/2)
Part II - Principles
Chapter 3 - Benchmarks
Chapter 4 - Follow theWinner (1/2)
Chapter 4 - Follow theWinner (2/2)
Chapter 5 - Follow the Loser
Chapter 6 - Pattern Matching (1/2)
Chapter 6 - Pattern Matching (2/2)
Chapter 7 - Meta-Learning
Part III - Algorithms
Chapter 8 - Correlation-Driven Nonparametric Learning (1/3)
Chapter 8 - Correlation-Driven Nonparametric Learning (2/3)
Chapter 8 - Correlation-Driven Nonparametric Learning (3/3)
Chapter 9 - Passive–Aggressive Mean Reversion (1/3)
Chapter 9 - Passive–Aggressive Mean Reversion (2/3)
Chapter 9 - Passive–Aggressive Mean Reversion (3/3)
Chapter 10 - Confidence-Weighted Mean Reversion (1/3)
Chapter 10 - Confidence-Weighted Mean Reversion (2/3)
Chapter 10 - Confidence-Weighted Mean Reversion (3/3)
Chapter 11 - Online Moving Average Reversion (1/2)
Chapter 11 - Online Moving Average Reversion (2/2)
Part IV - Empirical Studies
Chapter 12 - Implementations (1/2)
Chapter 12 - Implementations (2/2)
Chapter 13 - Empirical Results (1/6)
Chapter 13 - Empirical Results (2/6)
Chapter 13 - Empirical Results (3/6)
Chapter 13 - Empirical Results (4/6)
Chapter 13 - Empirical Results (5/6)
Chapter 13 - Empirical Results (6/6)
Chapter 14 - Threats to Validity (1/2)
Chapter 14 - Threats to Validity (2/2)
Part V - Conclusion
Chapter 15 - Conclusions (1/2)
Chapter 15 - Conclusions (2/2)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (1/6)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (2/6)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (3/6)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (4/6)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (5/6)
Appendix A - OLPS: AToolbox for Online Portfolio Selection (6/6)
Appendix B - Proofs and Derivations (1/4)
Appendix B - Proofs and Derivations (2/4)
Appendix B - Proofs and Derivations (3/4)
Appendix B - Proofs and Derivations (4/4)
Appendix C - Supplementary Data and Portfolio Statistics (1/2)
Appendix C - Supplementary Data and Portfolio Statistics (2/2)
Bibliography (1/3)
Bibliography (2/3)
Bibliography (3/3)
Back Cover
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Chapter 11 - Online Moving Average Reversion (2/2)
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Chapter 12 - Implementations (1/2)
Part IV
Empirical S
tudies
93
T&F Cat #K23731 — K23731_S004 — page 93 — 9/26/2015 — 8:13
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