Online Portfolio Selection Based on Follow-the-Loser Algorithms

Objective: Nowadays, the volume and speed of transactions in financial markets have grown dramatically and it is hard to track market changes by using traditional methods. Besides the efficiency of traditional methods, the low speed of these approaches is one of the most important deficiencies of th...

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Bibliographic Details
Main Authors: Javad Validi, Amir Abbas Najafi, Alireza Validi
Format: Article
Language:fas
Published: University of Tehran 2020-10-01
Series:تحقیقات مالی
Subjects:
Online Access:https://jfr.ut.ac.ir/article_78466_3aa379b5342699c8334ea58a23782761.pdf