Course project of Computational Finance
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Updated
Jan 15, 2019 - MATLAB
Course project of Computational Finance
Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive online strategy based on improved exponential gradient expert and aggregating method" Computational Economics, 2023.
Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.
Contains financial studies work, including capital markets, corporate finance and other topics.
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