Boosting exponential gradient strategy for online portfolio selection : an aggregating experts' advice method
Xingyu Yang, Jin'an He, Hong Lin, Yong Zhang
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-019-09890-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012222598