etccapital / survey_portfolioselection Goto Github PK

Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics, artificial intelligence, machine learning, and data mining, etc. This article aims to provide a comprehensive survey and a structural understanding of published online portfolio selection techniques.

Home Page: https://etccapital.github.io/Survey_PortfolioSelection/

License: Apache License 2.0