Work

A New Boosting Algorithm for Online Portfolio Selection Based on dynamic Time Warping and Anti-correlation

Year: 2023

Type: article

Source: Computational Economics

DOI: 10.1007/s10614-023-10383-6

Authors: Hongliu He, Hua Li

Institution: Changchun University

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4362704162

FWCI: 1.845

Cites: 40

Cited by: 10

Related to: 10