Aggregating exponential gradient expert advice for online portfolio selection
Year of publication: |
2022
|
---|---|
Authors: | Yang, Xingyu ; He, Jin'an ; Zhang, Yong |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 73.2022, 3, p. 587-597
|
Subject: | expert advice | online learning | Online portfolio selection | universal portfolio | weak aggregating algorithm | Portfolio-Management | Portfolio selection | Theorie | Theory | Experten | Experts | E-Learning | E-learning | Algorithmus | Algorithm |
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