machine learning. We propose a novel adjusted learning algorithm based on peak price tracking for OLPS to tackle this … algorithm called the PPTA-NPM to maximize the cumulative return. Extensive benchmark data experiment results and statistical …

This paper proposes a self-calibrated sparse learning approach for estimating a sparse target vector, which is a …

, we also find mutual fund investors learn much more slowly than Bayes' rule. Mutual fund investors' slow learning is not … lack of sophistication, but is likely due to a low payoff from learning. Our results suggest learning speed depends on the …

Ambiguity and learning about the equity premium can simultaneously explain the low fraction of financial wealth …