Instruct: Given a paper title, retrieve paper titles that are cited by the given paper.
Query: Moving average reversion strategy for on-line portfolio selection
Online portfolio selection: A survey
Robust portfolios: contributions from operations research and finance
Intelligent Bayesian Asset Allocation via Market Sentiment Views
Strategic Asset Allocation:Determining the Optimal Portfolio with Ten Asset Classes
Improving returns on stock investment through neural network selection
Portfolio Selection with Predicted Returns Using Neural Networks
optimal portfolio selection using regularization marine carrasco and neree noumon .
Dollar cost averaging vs lump sum: evidence from investing simulations on real data
Stock Selection via Nonlinear Multi-Factor Models
Combinatorial portfolio selection with the ELECTRE III method: Case study of the Stock Exchange of Thailand (SET)
Dynamic asset allocation for varied financial markets under regime switching framework
A Survey of High-Frequency Trading Strategies
Fuzzy portfolio selection using fuzzy analytic hierarchy process
Evolving Trading Strategies Using Directional Changes
Trend Filtering Methods for Momentum Strategies ∗
Extensions of black-litterman portfolio optimization model with downside risk measure
Stock trading rule discovery with an evolutionary trend following model
Financial Portfolio Optimization: Computationally guided agents to investigate, analyse and invest!?
The trading on the mutual funds by gene expression programming with Sortino ratio
Statistical arbitrage and securities prices
5G new radio and ultra low latency applications: A PHY implementation perspective
Introduction to Algorithms
Comparison of a new combined four-diode forward-flyback converter with the classical forward converter
An annotated review of past papers on attack graphs
Blocking-aware private record linkage