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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
BibTeX:
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