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Youngmin Ha


Last seen: 5 mesi ago Active since 2017

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  • 5-Star Galaxy Level 3
  • Personal Best Downloads Level 1
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Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies

circa 5 anni ago | 2 downloads |

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Submitted


Fast multi-output relevance vector regression
Multi-output nonlinear regression

circa 5 anni ago | 9 downloads |

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Submitted


Algorithmic trading in limit order books for online portfolio selection
An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio

circa 5 anni ago | 4 downloads |