"Adaptive online portfolio strategy based on exponential gradient updates."

Yong Zhang et al. (2022)

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DOI: 10.1007/S10878-021-00800-7

access: closed

type: Journal Article

metadata version: 2023-08-28

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Yong Zhang, Hong Lin, Lina Zheng, Xingyu Yang:
Adaptive online portfolio strategy based on exponential gradient updates. J. Comb. Optim. 43(3): 672-696 (2022)

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