44 citations · 44 across the 2 of their papers we have counts for
2 papers
q-fin.CP2013
CORN: Correlation-Driven Nonparametric Learning Approach for Portfolio Selection -- an Online Appendix
Bin Li, Dingjiang Huang, Steven C. H. Hoi
This appendix proves CORN's universal consistency. One of Bin's PhD thesis examiner (Special thanks to Vladimir Vovk from Royal Holloway, University of London) suggested that CORN…
cs.CE2012★ 44 cited
On-Line Portfolio Selection with Moving Average Reversion
Bin Li, Steven C. H. Hoi
On-line portfolio selection has attracted increasing interests in machine learning and AI communities recently. Empirical evidences show that stock's high and low prices are tempor…