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Youngmin Ha
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Submitted
Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
7 years ago | 5 downloads |
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Submitted
Fast multi-output relevance vector regression
Multi-output nonlinear regression
8 years ago | 2 downloads |
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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
8 years ago | 1 download |