CORN: Correlation-driven nonparametric learning approach for portfolio selection.
Bin Li|Steven C. H. Hoi|Vivekanand Gopalkrishnan
| Anthology ID: | DBLP:journals/tist/LiHG11 |
|---|---|
| Year: | 2011 |
| Venue: | ACM Transactions on Intelligent Systems and Technology (TIST) |
| Pages: | 21:1-21:29 |
| URL: | https://doi.org/10.1145/1961189.1961193 |
| DOI: | https://doi.org/10.1145/1961189.1961193 |
| DBLP: | journals/tist/LiHG11 |
| BibTeX: |
@article{li-2011-corn,
author = {Bin Li and
Steven C. H. Hoi and
Vivekanand Gopalkrishnan},
title = {{CORN: Correlation-driven nonparametric learning approach for portfolio selection}},
journal = {ACM Transactions on Intelligent Systems and Technology (TIST)},
volume = {2},
number = {3},
pages = {21:1--21:29},
year = {2011},
url = {https://doi.org/10.1145/1961189.1961193},
doi = {https://doi.org/10.1145/1961189.1961193}
}