CORN: Correlation-driven nonparametric learning approach for portfolio selection
Bin Li, Steven C. H. Hoi, Vivekanand Gopalkrishnan
- Anthology ID:
- DBLP:journals/tist/LiHG11
- Volume:
- 2011 Volume 2 Issue 3
- Year:
- 2011
- Venue:
- tist_journal
- Pages:
- 21:1–21:29
- URL:
- https://doi.org/10.1145/1961189.1961193
- DOI:
- 10.1145/1961189.1961193
- DBLP:
- journals/tist/LiHG11
