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"DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for ..."

Shivaar Sooklal, Terence L. van Zyl, Andrew Paskaramoorthy (2020)

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DOI: 10.1007/978-3-030-66151-9_12

access: closed

type: Conference or Workshop Paper

metadata version: 2022-12-25

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  dblp key:
  - conf/sacair/SooklalZP20
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  - https://dblp.org/rec/conf/sacair/SooklalZP20
Shivaar Sooklal, Terence L. van Zyl, Andrew Paskaramoorthy:
DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection. SACAIR 2020: 183-196

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