期刊论文

Online learning-based auto-revise algorithm on combination investment

中文

计算机工程与设计

1000-7024

2005

26

6

1460-1462

10.16208/j.issn1000-7024.2005.06.019

湖南农业大学校科研和教改项目

本校为第一机构

提出了一个基于在线学习的自动修正组合投资选择算法(AU).AU算法不基于任何股票市场模型,能够取得接近最佳固定重平衡组合投资(BCRP)的投资收益,并且超过了在线多阶段组合投资算法的投资收益,在同类型的在线组合投资选择算法上有明显的优势.

An online learning-based auto-revise algorithm on combination investment (AU) is provided, which is not based on any stock model and has always been applied by other algorithm. By applying algorithm (AU), the same amount of investment gains as BCRP's are acquired, and even more than ones by algorithm Universal Portfolio (UP). ARACI possesses the distinct advantage among the homologic on...