"Weighted Multivariate Mean Reversion for Online Portfolio Selection."

Boqian Wu, Benmeng Lyu, Jiawen Gu (2023)

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DOI: 10.1007/978-3-031-43424-2_16

access: closed

type: Conference or Workshop Paper

metadata version: 2023-09-20

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  dblp key:
  - conf/pkdd/WuLG23
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Boqian Wu, Benmeng Lyu, Jiawen Gu:
Weighted Multivariate Mean Reversion for Online Portfolio Selection. ECML/PKDD (5) 2023: 255-270

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