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Combined Mean Reversion Strategy for On-line Portfolio

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Boosting Moving Average Reversion Strategy for Passive-Aggressive Mean Reversion Boosting Moving Average Reversion Strategy for Online Portfolio Selection

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OLPS: AToolbox for Online Portfolio Selection - crcnetbase.com

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2017-12-03 · This article proposes a novel online portfolio selection strategy named “Passive Aggressive Mean Reversion” (PAMR). Unlike traditional trend following

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Performance functions and reinforcement learning for

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2017-09-15 · On Dec 14, 2013, Li Gao (and others) published the chapter: Passive Aggressive Algorithm for Online Portfolio Selection with Piecewise Loss Function in the

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PORTFOLIO SELECTION AND ONLINE LEARNING | International

2016-06-03 · PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection and Kalman Filtering and Online Learning Algorithms for Portfolio Selection

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Comparing OLPS algorithms (OLMAR, UP, et. al.) on ETFs

Market impact: any portfolio selection strategy shall not influence the market or Passive–Aggressive Mean Reversion A.3.3.2 pamr/pamr1/pamr2 Confidence-

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Confidence Weighted Mean Reversion Strategy for On-Line Por

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On-Line Portfolio Selection with Moving Average Reversion

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ISSN: 1992-8645 ON-LINE PORTFOLIO SELECTION VIA MEAN

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PAMR: Passive Aggressive Mean Reversion Strategy for

Sources of Over-Performance in Equity Markets: Mean Reversion, performance through a passive strategy, is used as a selection technique and the portfolio

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On-Line Portfolio Selection Strategy Based on Weighted

2017-09-06 · Abstract. This article proposes a novel online portfolio selection strategy named “Passive Aggressive Mean Reversion” (PAMR). Unlike traditional trend

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2017-04-23 · Passive Aggressive Mean Reversion install_github(" ngloe/olpsR ") “PAMR: .”