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Youngmin Ha

New Jersey City University

Harborside 2, 200 Hudson St

School of Business

Jersey City, NJ N/A 07311

United States

SCHOLARLY PAPERS

3

DOWNLOADS

761

TOTAL CITATIONS

1

Scholarly Papers (3)

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1.

Algorithmic Trading for Online Portfolio Selection Under Limited Market Liquidity

Youngmin Ha, Hai Zhang, Algorithmic trading for online portfolio se-lection under limited market liquidity,European Journal of Operational Research(2020), doi:https://doi.org/10.1016/j.ejor.2020.03.050
Number of pages: 32 Posted: 04 Jun 2018 Last Revised: 13 May 2020
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 348 (214,990)

Abstract:

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algorithmic trading; online portfolio selection; market impact cost; price impact cost; limit order book

2.

Fast Multi-Output Relevance Vector Regression

Forthcoming 2019, Ha, Y., Zhang, H., Fast multi-output relevance vector regression, Economic Modelling, DOI:10.1016/j.econmod.2019.04.007
Number of pages: 23 Posted: 07 Jun 2019
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 278 (273,212)

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Relevance Vector Regression, Machine Learning, Sparse Bayesian Learning

3.

Liquidity Risks, Transaction costs and Online Portfolio Selection

Number of pages: 44 Posted: 07 Jun 2019
Youngmin Ha and Hai Zhang
New Jersey City University and Strathclyde Business School
Downloads 135 (551,165)
Citation 1

Abstract:

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Online Portfolio Selection, Transaction Cost, Market Impact Cost, Liquidity Risks, LOB