Name
Abstract | ||
|---|---|---|
•The adaptive online moving average method is designed to predict returns of assets.•The net profit maximization model with transaction cost is constructed.•The adaptive online net profit maximization algorithm is proposed.•Multiple numerical experiments are conducted on real benchmark data sets. |
Year | DOI | Venue |
|---|---|---|
2021 | 10.1016/j.ejor.2021.03.023 | European Journal of Operational Research |
Keywords | DocType | Volume |
Decision support systems,Online portfolio selection,Adaptive moving average method,Transaction cost,Linear programming | Journal | 295 |
Issue | ISSN | Citations |
3 | 0377-2217 | 1 |
PageRank | References | Authors |
0.35 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Sini Guo | 1 | 5 | 2.44 |
| Jia-Wen Gu | 2 | 1 | 0.35 |
| Wai-Ki Ching | 3 | 683 | 78.66 |