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GitHub / etccapital / Survey_PortfolioSelection

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.

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/etccapital%2FSurvey_PortfolioSelection

Stars: 13
Forks: 10
Open Issues: 17

License: apache-2.0
Language: Python
Repo Size: 7.21 MB
Dependencies: 116

Created: about 4 years ago
Updated: 12 months ago
Last pushed: over 1 year ago
Last synced: 6 months ago

Topics: comprehensive-survey, machine-learning, portfolio-selection, quantitative-portfolio-managers

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