Work

Kalman Filtering and Online Learning Algorithms for Portfolio Selection

Year: 2013

Type: preprint

Source: RePEc: Research Papers in Economics

Author: Raphael Nkomo and Alain Kabundi

Institution: University of Johannesburg

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2252131767

Cites: 18

Cited by: 2

Related to: 10