Adaptive online portfolio strategy based on exponential gradient updates
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DOI: 10.1007/s10878-021-00800-7
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- Zhong, Yannan & Xu, Weijun & Li, Hongyi & Zhong, Weiwei, 2024. "Distributed mean reversion online portfolio strategy with stock network," European Journal of Operational Research, Elsevier, vol. 314(3), pages 1143-1158.
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Keywords
Online portfolio selection; Adaptive strategy; Exponential gradient; Learning rate; Quantitative finance;All these keywords.
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