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Youngmin Ha


3 total contributions since 2017

Youngmin Ha's Badges

  • Personal Best Downloads Level 1
  • First Review
  • 5-Star Galaxy Level 2
  • First Submission

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Submitted


Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies

oltre 2 anni ago | 4 downloads |

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Submitted


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

oltre 2 anni ago | 13 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

oltre 2 anni ago | 4 downloads |