Search Results for author: Pei-Yi Yang

Found 1 papers, 1 papers with code

Reweighted Price Relative Tracking System for Automatic Portfolio Optimization

1 code implementation IEEE Transactions on Systems, Man, and Cybernetics 2018 Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang, Xiaotian Wu

In the portfolio optimizing stage, a novel tracking system with a generalized increasing factor is proposed to maximize the future wealth of next period.

Portfolio Optimization

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