Combination Forecasting Reversion Strategy for Online Portfolio Selection
Dingjiang Huang, Shunchang Yu, Bin Li, Steven C. H. Hoi, Shuigeng Zhou
- Anthology ID:
- DBLP:journals/tist/HuangYLHZ18
- Volume:
- 2018 Volume 9 Issue 5
- Year:
- 2018
- Venue:
- tist_journal
- Pages:
- 58:1–58:22
- URL:
- https://doi.org/10.1145/3200692
- DOI:
- 10.1145/3200692
- DBLP:
- journals/tist/HuangYLHZ18