---
title: Metaalgorithm for Portfolio Selection
url: https://www.ml-quant.com/papers/repec/taf-tjorxx-v-75-y-2024-i-10-p-2032-2051/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:taf:tjorxx:v:75:y:2024:i:10:p:2032-2051
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2023.2295975%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A75%3Ay%3A2024%3Ai%3A10%3Ap%3A2032-2051
featured: 2024-10-23
citations: unknown
topic: Portfolio & Allocation
---


# Metaalgorithm for Portfolio Selection

The article discusses the use of Online Gradient Update and Online Newton Update meta-algorithms in online portfolio selection, showing they can reduce risk and improve price prediction.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fhdl.handle.net%2F10.1080%2F01605682.2023.2295975%3Bh%3Drepec%3Ataf%3Atjorxx%3Av%3A75%3Ay%3A2024%3Ai%3A10%3Ap%3A2032-2051
- Identifier: RePEc:taf:tjorxx:v:75:y:2024:i:10:p:2032-2051
- Released: 2024-10-23
- First featured: Quant Letter No. 71 (2024-10-23): https://www.ml-quant.com/issues/2024-10-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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