A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion

<table class="table-group" id="tab1"><tr><td><table class="table"><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr class="thead"><td class="align_left">Method</td><td class="align_center">Time complexity</td><td class="align_center">Method</td><td class="align_center">Time complexity</td></tr><tr><td class="thead-hr" colspan="4"><hr/></td></tr><tr><td class="align_left">UP</td><td class="align_center"><span style="width: 32.9521ptpx;"><svg height="12.2245pt" id="M121" style="vertical-align:-2.268109pt" version="1.1" viewbox="-0.0498162 -9.95639 32.9521 12.2245" width="32.9521pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M699 369C699 549 575 666 407 666C186 666 23 488 23 278C23 101 145 -16 312 -16C535 -16 699 153 699 369ZM600 373C600 210 500 19 321 19C186 19 120 129 120 272C120 450 232 631 399 631C541 631 600 522 600 373Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.387,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.885,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,20.411,-5.741)"><path d="M781 91L765 118C733 86 702 70 693 70C686 70 685 77 692 106L738 297C772 439 736 451 712 451S675 445 647 431C605 410 526 356 452 257H450L459 294C491 426 459 451 429 451C403 451 386 445 361 431C312 404 239 343 170 253H168L188 333C208 411 205 451 175 451C148 451 85 417 24 346L39 318C57 338 100 374 112 374C120 374 122 372 115 339C91 226 62 112 28 -6L37 -12C59 -4 87 3 114 6C125 68 142 127 154 168C184 227 316 383 372 383C397 383 396 366 381 289C362 192 338 92 312 -6L317 -12C339 -5 367 3 396 6L434 170C468 234 598 383 650 383C668 383 676 369 664 319L609 90C593 23 600 -12 629 -12C654 -12 722 23 781 91Z"></path></g><g transform="matrix(.013,0,0,-0.013,28.262,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg></span></td><td class="align_center">Anticor</td><td class="align_center"><span style="width: 56.2372ptpx;"><svg height="13.8595pt" id="M122" style="vertical-align:-2.2681pt" version="1.1" viewbox="-0.0498162 -11.5914 56.2372 13.8595" width="56.2372pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M699 369C699 549 575 666 407 666C186 666 23 488 23 278C23 101 145 -16 312 -16C535 -16 699 153 699 369ZM600 373C600 210 500 19 321 19C186 19 120 129 120 272C120 450 232 631 399 631C541 631 600 522 600 373Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.387,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.885,0)"><path d="M822 650H589L583 622C660 617 677 607 674 561C672 534 664 481 647 390L600 137H596L273 650H126L120 622C176 620 194 615 207 594C221 571 225 557 214 504L161 257C141 166 129 112 121 85C108 42 83 30 29 28L23 0H260L266 28C193 33 173 42 176 89C178 122 186 172 202 255L256 527H259L583 -8H612L690 390C708 481 720 535 728 558C744 603 756 619 816 622L822 650Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,24.795,-5.741)"><path d="M290 377C321 398 342 415 358 430C378 450 389 473 389 502C389 578 329 635 238 635H237C184 635 137 610 109 578L64 515L88 493C112 529 154 573 208 573S303 542 303 482C303 409 233 370 141 341L149 308C165 313 190 319 215 319C272 319 341 283 341 193C342 98 292 43 222 43C163 43 122 72 96 94C88 101 79 100 70 94C61 87 47 73 46 60C44 47 48 37 62 23C76 10 118 -12 165 -12C238 -12 430 62 430 223C430 297 379 359 290 375V377Z"></path></g><g transform="matrix(.013,0,0,-0.013,29.742,0)"><path d="M766 88L752 113C719 83 690 64 681 64C674 64 672 74 679 103L724 292C758 436 724 448 701 448C680 448 666 442 639 429C594 407 514 350 441 252H439L447 289C476 423 450 448 419 448C398 448 379 441 355 427C307 400 234 344 162 249H160L180 324C203 409 197 448 170 448C144 448 82 413 23 349L35 321C57 343 96 374 108 374C115 374 117 371 111 341C87 227 57 112 24 -6L32 -12C53 -4 81 4 108 6C119 68 134 128 149 171C177 229 309 383 364 383C387 383 388 355 373 282C354 190 330 92 303 -6L309 -12C332 -4 356 3 386 6C396 63 411 122 424 171C458 236 590 383 642 383C658 383 664 369 652 315L603 91C587 20 593 -12 619 -12C642 -12 708 23 766 88Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,39.999,-5.741)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z"></path></g><g transform="matrix(.013,0,0,-0.013,44.946,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.013,0,0,-0.013,51.472,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg></span></td></tr><tr><td class="align_left">EG</td><td class="align_center"><span style="width: 35.3965ptpx;"><svg height="11.5564pt" id="M123" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 35.3965 11.5564" width="35.3965pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M699 369C699 549 575 666 407 666C186 666 23 488 23 278C23 101 145 -16 312 -16C535 -16 699 153 699 369ZM600 373C600 210 500 19 321 19C186 19 120 129 120 272C120 450 232 631 399 631C541 631 600 522 600 373Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.387,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.885,0)"><path d="M766 88L752 113C719 83 690 64 681 64C674 64 672 74 679 103L724 292C758 436 724 448 701 448C680 448 666 442 639 429C594 407 514 350 441 252H439L447 289C476 423 450 448 419 448C398 448 379 441 355 427C307 400 234 344 162 249H160L180 324C203 409 197 448 170 448C144 448 82 413 23 349L35 321C57 343 96 374 108 374C115 374 117 371 111 341C87 227 57 112 24 -6L32 -12C53 -4 81 4 108 6C119 68 134 128 149 171C177 229 309 383 364 383C387 383 388 355 373 282C354 190 330 92 303 -6L309 -12C332 -4 356 3 386 6C396 63 411 122 424 171C458 236 590 383 642 383C658 383 664 369 652 315L603 91C587 20 593 -12 619 -12C642 -12 708 23 766 88Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.142,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.013,0,0,-0.013,30.669,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg></span></td><td class="align_center">PAMR/OLMAR/PACS</td><td class="align_center"><span style="width: 35.3965ptpx;"><svg height="11.5564pt" id="M124" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 35.3965 11.5564" width="35.3965pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M699 369C699 549 575 666 407 666C186 666 23 488 23 278C23 101 145 -16 312 -16C535 -16 699 153 699 369ZM600 373C600 210 500 19 321 19C186 19 120 129 120 272C120 450 232 631 399 631C541 631 600 522 600 373Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.387,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.885,0)"><path d="M766 88L752 113C719 83 690 64 681 64C674 64 672 74 679 103L724 292C758 436 724 448 701 448C680 448 666 442 639 429C594 407 514 350 441 252H439L447 289C476 423 450 448 419 448C398 448 379 441 355 427C307 400 234 344 162 249H160L180 324C203 409 197 448 170 448C144 448 82 413 23 349L35 321C57 343 96 374 108 374C115 374 117 371 111 341C87 227 57 112 24 -6L32 -12C53 -4 81 4 108 6C119 68 134 128 149 171C177 229 309 383 364 383C387 383 388 355 373 282C354 190 330 92 303 -6L309 -12C332 -4 356 3 386 6C396 63 411 122 424 171C458 236 590 383 642 383C658 383 664 369 652 315L603 91C587 20 593 -12 619 -12C642 -12 708 23 766 88Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.142,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.013,0,0,-0.013,30.669,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg></span></td></tr><tr><td class="align_left">MAMR</td><td class="align_center"><span style="width: 35.3965ptpx;"><svg height="11.5564pt" id="M125" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 35.3965 11.5564" width="35.3965pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M699 369C699 549 575 666 407 666C186 666 23 488 23 278C23 101 145 -16 312 -16C535 -16 699 153 699 369ZM600 373C600 210 500 19 321 19C186 19 120 129 120 272C120 450 232 631 399 631C541 631 600 522 600 373Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.387,0)"><path d="M300 -147C201 -63 143 98 143 270S200 602 300 686L282 710C136 610 70 450 70 271V270C70 89 136 -72 282 -170L300 -147Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.885,0)"><path d="M766 88L752 113C719 83 690 64 681 64C674 64 672 74 679 103L724 292C758 436 724 448 701 448C680 448 666 442 639 429C594 407 514 350 441 252H439L447 289C476 423 450 448 419 448C398 448 379 441 355 427C307 400 234 344 162 249H160L180 324C203 409 197 448 170 448C144 448 82 413 23 349L35 321C57 343 96 374 108 374C115 374 117 371 111 341C87 227 57 112 24 -6L32 -12C53 -4 81 4 108 6C119 68 134 128 149 171C177 229 309 383 364 383C387 383 388 355 373 282C354 190 330 92 303 -6L309 -12C332 -4 356 3 386 6C396 63 411 122 424 171C458 236 590 383 642 383C658 383 664 369 652 315L603 91C587 20 593 -12 619 -12C642 -12 708 23 766 88Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.142,0)"><path d="M495 86L479 114C446 82 419 66 409 66C401 66 401 72 406 97C420 166 436 231 453 297C489 435 454 448 428 448C406 448 384 439 354 422C305 394 222 327 161 247H159L183 345C200 415 194 448 173 448C143 448 82 410 23 351L38 325C64 349 95 371 105 371C111 371 116 365 109 336L25 -4L31 -12C50 -4 77 3 107 9C119 69 132 122 145 168C197 254 321 381 370 381C387 381 393 374 378 305L329 95C309 17 320 -12 345 -12C372 -12 430 19 495 86Z"></path></g><g transform="matrix(.013,0,0,-0.013,30.669,0)"><path d="M275 270C275 450 212 609 64 710L45 686C145 604 203 442 203 270S147 -63 45 -147L64 -170C213 -68 275 89 275 270Z"></path></g></svg></span></td><td class="align_left"> </td><td class="align_left"> </td></tr><tr class="table-tr"><td colspan="4"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>Summary of time complexity analysis.</div>

Discrete Dynamics in Nature and Society

tab1

Table 1

Table 1: A Novel Online Portfolio Selection Strategy with Multiperiodical Asymmetric Mean Reversion 