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Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm
Zhang, Yong
;
Lin, Hong
;
Li, Jiahao
;
Yang, Xingyu
- In:
Journal of the Operational Research Society
75
(
2024
)
10
,
pp. 2032-2051
Persistent link: https://www.econbiz.de/10015188543
Saved in:
2
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs
Zhang, Yong
;
Li, Jiahao
;
Yang, Xingyu
;
Lin, Hong
- In:
Journal of the Operational Research Society
74
(
2023
)
8
,
pp. 1940-1953
Persistent link: https://www.econbiz.de/10014336394
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