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Youngmin Ha


3 total contributions since 2017

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

2 years ago | 2 downloads |

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Submitted


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

2 years ago | 10 downloads |

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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

2 years ago | 2 downloads |