Weak aggregating specialist algorithm for online portfolio selection
Year of publication: |
2024
|
---|---|
Authors: | He, Jin’an ; Yin, Shicheng ; Peng, Fangping |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 6, p. 2405-2434
|
Subject: | Online portfolio selection | Specialized expert | Transaction costs | Weak aggregating specialist algorithm | Theorie | Theory | Portfolio-Management | Portfolio selection | Transaktionskosten | Algorithmus | Algorithm | Aggregation | Mathematische Optimierung | Mathematical programming |
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