Dai, Hong-Liang; Huang, Cui-Yin; Dai, Hong-Ming; Lai, … - In: Decision analytics journal 7 (2023), pp. 1-10
machine learning. We propose a novel adjusted learning algorithm based on peak price tracking for OLPS to tackle this … challenge. The algorithm is based on an aggressive strategy with residual information and transaction costs. We first propose an … adjusted online portfolio selection algorithm using Peak Price Tracking Approach (PPTA) to improve the accuracy of return …