Boosting exponential gradient strategy for online portfolio selection : an aggregating experts' advice method
Year of publication: |
2020
|
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Authors: | Yang, Xingyu ; He, Jin'an ; Lin, Hong ; Zhang, Yong |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 55.2020, 1, p. 231-251
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Subject: | Online portfolio selection | Universal portfolio | Online expert advice | Weak aggregating algorithm | Portfolio-Management | Portfolio selection | Experten | Experts | Theorie | Theory | Algorithmus | Algorithm | Online-Handel | Online retailing |
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