Aggregating exponential gradient expert advice for online portfolio selection under transaction costs
Yong Zhang, Jiahao Li, Xingyu Yang, Hong Lin
| Year of publication: |
2023
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|---|---|
| Authors: | Zhang, Yong ; Li, Jiahao ; Yang, Xingyu ; Lin, Hong |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 74.2023, 8, p. 1940-1953
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| Subject: | asymptotic upper bound | competitive performance | online learning | Proportional transaction costs | weak aggregating algorithm | Transaktionskosten | Transaction costs | Portfolio-Management | Portfolio selection | Theorie | Theory | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2022.2122737 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014336394