
Youngmin Ha
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Submitted
Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies
fast 5 Jahre ago | 2 downloads |

Submitted
Fast multi-output relevance vector regression
Multi-output nonlinear regression
etwa 5 Jahre ago | 9 downloads |

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
etwa 5 Jahre ago | 4 downloads |