Youngmin Ha - MATLAB Central
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Youngmin Ha


Last seen: 3 years ago Active since 2017

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5,523 of 20,326

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223

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5.00

CONTRIBUTIONS
3 Files

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12

ALL TIME DOWNLOADS
1983

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

7 years ago | 5 downloads |

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

7 years ago | 3 downloads |

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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 |

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