Distributed mean reversion online portfolio strategy with stock network.
Yannan ZhongWeijun XuHongyi LiWeiwei ZhongPublished in: Eur. J. Oper. Res. (2024)
Keyphrases
- portfolio selection
- peer to peer
- distributed network
- passive aggressive
- computer networks
- communication overhead
- distributed systems
- communication cost
- campus network
- peer to peer networks
- mobile sensor
- network traffic
- network model
- data transfer
- network nodes
- real time
- network structure
- distributed control
- distributed computing environment
- stock price
- heterogeneous networks
- communication networks
- distributed environment
- online learning
- wireless sensor networks
- decision making