{"title":"基于元算法的在线投资组合选择组合峰值价格跟踪策略","authors":"Yong Zhang, Hong Lin, Jiahao Li, Xingyu Yang","doi":"10.1080/01605682.2023.2295975","DOIUrl":null,"url":null,"abstract":"Machine learning algorithms have been widely used to establish online portfolio selection strategies. Meta-algorithm, one of the machine learning algorithms, has the advantage of combining differen...","PeriodicalId":17308,"journal":{"name":"Journal of the Operational Research Society","volume":"81 1","pages":""},"PeriodicalIF":2.7000,"publicationDate":"2024-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm\",\"authors\":\"Yong Zhang, Hong Lin, Jiahao Li, Xingyu Yang\",\"doi\":\"10.1080/01605682.2023.2295975\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Machine learning algorithms have been widely used to establish online portfolio selection strategies. Meta-algorithm, one of the machine learning algorithms, has the advantage of combining differen...\",\"PeriodicalId\":17308,\"journal\":{\"name\":\"Journal of the Operational Research Society\",\"volume\":\"81 1\",\"pages\":\"\"},\"PeriodicalIF\":2.7000,\"publicationDate\":\"2024-03-06\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of the Operational Research Society\",\"FirstCategoryId\":\"91\",\"ListUrlMain\":\"https://doi.org/10.1080/01605682.2023.2295975\",\"RegionNum\":4,\"RegionCategory\":\"管理学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MANAGEMENT\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of the Operational Research Society","FirstCategoryId":"91","ListUrlMain":"https://doi.org/10.1080/01605682.2023.2295975","RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MANAGEMENT","Score":null,"Total":0}
Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm
Machine learning algorithms have been widely used to establish online portfolio selection strategies. Meta-algorithm, one of the machine learning algorithms, has the advantage of combining differen...
期刊介绍:
JORS is an official journal of the Operational Research Society and publishes original research papers which cover the theory, practice, history or methodology of OR.