DRICORN-K: A Dynamic RIsk CORrelation-driven Non-parametric Algorithm for Online Portfolio Selection
- Shivaar Sooklal
- , Terence L. van Zyl
- , Andrew Paskaramoorthy
- University of the Witwatersrand
Research output: Chapter in Book/Report/Conference proceeding › Conference contribution › peer-review
7
Citations
(Scopus)