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Boosting exponential gradient strategy for online portfolio selection : an aggregating experts' advice method
Yang, Xingyu
;
He, Jin'an
;
Lin, Hong
;
Zhang, Yong
- In:
Computational economics
55
(
2020
)
1
,
pp. 231-251
Persistent link: https://www.econbiz.de/10012222598
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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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