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 |
|---|---|
| Year: | 2018 |
| Venue: | ACM Transactions on Intelligent Systems and Technology (TIST) |
| Pages: | 58:1-58:22 |
| URL: | https://doi.org/10.1145/3200692 |
| DOI: | https://doi.org/10.1145/3200692 |
| DBLP: | journals/tist/HuangYLHZ18 |
| BibTeX: |
@article{huang-2018-combination,
author = {Dingjiang Huang and
Shunchang Yu and
Bin Li and
Steven C. H. Hoi and
Shuigeng Zhou},
title = {{Combination Forecasting Reversion Strategy for Online Portfolio Selection}},
journal = {ACM Transactions on Intelligent Systems and Technology (TIST)},
volume = {9},
number = {5},
pages = {58:1--58:22},
year = {2018},
url = {https://doi.org/10.1145/3200692},
doi = {https://doi.org/10.1145/3200692}
}