photo

Youngmin Ha


Last seen: 3 years ago Active since 2017

Followers: 0   Following: 0

Statistics

  • 5-Star Galaxy Level 3
  • Personal Best Downloads Level 1
  • First Review
  • First Submission

View badges

Feeds

View by

Submitted


Online portfolio selection with transaction costs including market impact costs
Performance comparison among quantitative investment strategies

7 years ago | 5 downloads |

Thumbnail

Submitted


Fast multi-output relevance vector regression
Multi-output nonlinear regression

7 years ago | 3 downloads |

Thumbnail

Submitted


Algorithmic trading in limit order books for online portfolio selection
An intraday trading algorithm to absorb the shock to the stock market when rebalancing a portfolio

7 years ago | 4 downloads |