"Moving average reversion strategy for on-line portfolio selection."

Bin Li et al. (2015)

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DOI: 10.1016/J.ARTINT.2015.01.006

access: closed

type: Journal Article

metadata version: 2020-08-29

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Bin Li, Steven C. H. Hoi, Doyen Sahoo, Zhiyong Liu:
Moving average reversion strategy for on-line portfolio selection. Artif. Intell. 222: 104-123 (2015)

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