基于元算法的在线投资组合选择组合峰值价格跟踪策略

IF 2.7 4区 管理学 Q2 MANAGEMENT
Yong Zhang, Hong Lin, Jiahao Li, Xingyu Yang
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引用次数: 0

摘要

机器学习算法已被广泛用于建立在线投资组合选择策略。元算法是机器学习算法的一种,它的优点是能将不同的算法结合在一起。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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...
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来源期刊
Journal of the Operational Research Society
Journal of the Operational Research Society 管理科学-运筹学与管理科学
CiteScore
6.80
自引率
13.90%
发文量
144
审稿时长
7.3 months
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.
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