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Boosting exponential gradient strategy for online portfolio selection : an aggregating experts' advice method
Yang, Xingyu; He, Jin'an; Lin, Hong; Zhang, Yong - In: Computational economics 55 (2020) 1, pp. 231-251
Persistent link: https://www.econbiz.de/10012222598
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Aggregating exponential gradient expert advice for online portfolio selection under transaction costs
Zhang, Yong; Li, Jiahao; Yang, Xingyu; Lin, Hong - In: Journal of the Operational Research Society 74 (2023) 8, pp. 1940-1953
Persistent link: https://www.econbiz.de/10014336394