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Youngmin Ha


Last seen: 12 mesi fa Attivo dal 2017

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

oltre 5 anni fa | 1 download |

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

oltre 5 anni fa | 7 download |

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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

oltre 5 anni fa | 1 download |