An on-line machine learning return prediction
Year of publication: |
2023
|
---|---|
Authors: | Lu, Yueliang Jacques ; Tian, Weidong |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 79.2023, p. 1-20
|
Subject: | Information theory | On-line machine learning | Relative return predictability | Universal portfolio | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Lernprozess | Learning process | Lernen | Learning |
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