collaborators

1 paper

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…