Competitive online strategy based on improved exponential gradient expert and aggregating method
Year of publication: |
2024
|
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Authors: | Yang, Xingyu ; Li, Jiahao ; Yang, Xingyu |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 64.2024, 2, p. 789-814
|
Subject: | Competitive performance | Expert advice | L1-median estimator | Online learning | Universal portfolio | Weak aggregating algorithm | Theorie | Theory | Experten | Experts | Algorithmus | Algorithm | E-Learning | E-learning | Portfolio-Management | Portfolio selection | Aggregation |
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