# A new online portfolio selection algorithm based on Kalman Filter and anti-correlation

> Research article (Physica A Statistical Mechanics and its Applications, 2019) · cited 16× · AI/ML

**Wikidata**: [openalex:W2936199759](https://www.wikidata.org/wiki/openalex:W2936199759)  
**Source**: https://4ort.xyz/entity/a-new-online-portfolio-selection-algorithm-based-on-kalman-filter-and-anti-correlation