A Peak Price Tracking-Based Learning System for Portfolio Selection
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DOI: 10.1109/tnnls.2017.2705658
Abstract: We propose a novel linear learning system based on the peak price tracking (PPT) strategy for portfolio selection (PS). Recently, the topic of tracking control attracts intensive attention and some novel models are proposed based… read more here.
Keywords: system; learning system; portfolio selection; price tracking ... See more keywords