Dai, Hong-Liang; Huang, Cui-Yin; Dai, Hong-Ming; Lai, … - In: Decision analytics journal 7 (2023), pp. 1-10
Online Portfolio Selection (OLPS) has attracted extensive interest in recent years. Accurate prediction of future prices and determining the optimal portfolio selection strategy based on the estimated return is a challenging topic in machine learning. We propose a novel adjusted learning...