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Full-Text Articles in Business
Confidence Weighted Mean Reversion Strategy For Online Portfolio Selection, Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan
Confidence Weighted Mean Reversion Strategy For Online Portfolio Selection, Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan
Research Collection School Of Computing and Information Systems
Online portfolio selection has been attracting increasing attention from the data mining and machine learning communities. All existing online portfolio selection strategies focus on the first order information of a portfolio vector, though the second order information may also be beneficial to a strategy. Moreover, empirical evidence shows that relative stock prices may follow the mean reversion property, which has not been fully exploited by existing strategies. This article proposes a novel online portfolio selection strategy named Confidence Weighted Mean Reversion (CWMR). Inspired by the mean reversion principle in finance and confidence weighted online learning technique in machine learning, CWMR …
Analyzing The Impact Of Cloud Services Brokers On Cloud Computing Markets, Richard D. Shang, Jianhui Huang, Yinping Yang, Robert J. Kauffman
Analyzing The Impact Of Cloud Services Brokers On Cloud Computing Markets, Richard D. Shang, Jianhui Huang, Yinping Yang, Robert J. Kauffman
Research Collection School Of Computing and Information Systems
This research offers a theoretical model of brokered services and provides an analysis of their impact on the cloud computing market with risk preference-based stratification of client segments. The model structures the decision problem that clients face when they choose among spot, reserved and brokered services. Although all the three types of services do not indemnify the cloud services client against other kinds of service outages, due to changes in market demand, service interruptions occur most frequently in the spot market, and are lower when brokered services are offered, and no risk of inter-ruption is involved in reserved services. Based …