Publications
- Bin Li, and Steven C.H. Hoi.
Online Portfolio Selection: A Survey.
ACM Computing Surveys (CSUR), Vol. 46, Issue 3, pp. 35:1-35:36, Sept 2014. [ PDF ]
The bibtex format:
@Article{CSUR-14-OLPS,
TITLE = {Online Portfolio Selection: A Survey},
AUTHOR = {Bin LI and Steven C.H. Hoi},
JOURNAL = {ACM Computing Surveys (CSUR)},
VOLUME = {46},
NUMBER= {3},
PAGES={35:1--35:36},
YEAR={2014},
URL = {http://doi.acm.org/10.1145/2512962},
CONTACT = {chhoi@smu.edu.sg}
}
- Bin Li, and Steven C.H. Hoi.
Online Portfolio Selection: Principles and Algorithms.
CRC Press, pp. 212. November 24, 2015. (ISBN 9781482249637)
[ Book Project Page at CRC Presse | Book available at Amazon ]
The bibtex format:
@Book{OLPS15,
TITLE = {Online Portfolio Selection: Principles and Algorithms},
AUTHOR = {Bin LI and Steven C.H. Hoi},
YEAR = {2015},
PUBLISHER = {CRC Press}
}
Download BibTex of all the following publications
-
Bin Li, Doyen Sahoo, Steven C.H. Hoi.
OLPS: A Toolbox for Online Portfolio Selection.
Journal of Machine Learning Research (JMLR), 2015. [ PDF ] (in press) - Bin Li, Steven C. H. Hoi, Doyen Sahoo, Zhi-Yong Liu.
Moving Average Reversion Strategy for On-Line Portfolio Selection.
Artificial Intelligence (AIJ) , 2015. (In press)
- Bin Li, Steven C.H. Hoi, Peilin Zhao, and Vivekanand Gopalkrishnan.
Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection.
ACM Transactions on Knowledge Discovery from Data (TKDD), vol. 7, no. 1, pp.4:1-4:38, 2013. - Bin Li, and Steven C.H. Hoi.
On-Line Portfolio with Moving Average Reversion.
International Conference on Machine Learning (ICML), 2012. - Bin Li, Peilin Zhao, Steven C.H. Hoi, and Vivekanand Gopalkrishnan.
PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection.
Machine Learning (MLJ), 2012, 87(2), 221 - 258. - Bin Li, Steven C.H. Hoi, Peilin Zhao, and Vivekanand Gopalkrishnan.
Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection.
Journal of Machine Learning Research, W&CP (AISTATS 2011), 2011, 15, 434 - 442. - Bin Li, Steven C.H. Hoi, and Vivekanand Gopalkrishnan.
CORN: Correlation-driven Nonparametric Learning Approach for Portfolio Selection.
ACM Transactions on Intelligent Systems and Technology (TIST), 2011, 2(3), 21:1 - 21:29.
