Online Adaptive Asset Tracking Algorithm with Ordinal Information
Feitong Lai,
Chuxin Liang,
Cuiyin Huang
et al.
Abstract:In recent years, an increasing number of researchers have applied machine learning techniques to online portfolio selection (OLPS), aiming to improve the efficiency and effectiveness of portfolio management in the digital field. In this study, we design and implement a novel OLPS algorithm called "online adaptive asset tracking algorithm" (OAAT). Compared to the peak price tracking (PPT) algorithm, it complements more historical information of assets in the investment portfolio and provides a more effective so… Show more
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