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Technol."],"published-print":{"date-parts":[[2011,4]]},"abstract":"<jats:p>\n            Machine learning techniques have been adopted to select portfolios from financial markets in some emerging intelligent business applications. In this article, we propose a novel learning-to-trade algorithm termed\n            <jats:italic>COR<\/jats:italic>\n            relation-driven\n            <jats:italic>N<\/jats:italic>\n            onparametric learning strategy (CORN) for actively trading stocks. CORN effectively exploits statistical relations between stock market windows via a nonparametric learning approach. We evaluate the empirical performance of our algorithm extensively on several large historical and latest real stock markets, and show that it can easily beat both the market index and the best stock in the market substantially (without or with small transaction costs), and also surpass a variety of state-of-the-art techniques significantly.\n          <\/jats:p>","DOI":"10.1145\/1961189.1961193","type":"journal-article","created":{"date-parts":[[2012,10,12]],"date-time":"2012-10-12T20:56:02Z","timestamp":1350075362000},"page":"1-29","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":93,"title":["CORN"],"prefix":"10.1145","volume":"2","author":[{"given":"Bin","family":"Li","sequence":"first","affiliation":[{"name":"Nanyang Technological University, Singapore"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Steven C.H.","family":"Hoi","sequence":"additional","affiliation":[{"name":"Nanyang Technological University, Singapore"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Vivekanand","family":"Gopalkrishnan","sequence":"additional","affiliation":[{"name":"Nanyang Technological University, Singapore"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2011,5,6]]},"reference":[{"key":"e_1_2_1_1_1","doi-asserted-by":"publisher","DOI":"10.1145\/1143844.1143846"},{"key":"e_1_2_1_2_1","volume-title":"Proceedings of the DARPA Case-Based Reasoning Workshop.","author":"Aha D. 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