Adaptive online portfolio strategy based on exponential gradient updates (Q2125237): Difference between revisions

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+Universal portfolios with and without transaction costs.
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+Q5715671
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+Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection
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+Online scheduling on a single machine with linear deteriorating processing times and delivery times
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+Universal Portfolios
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+Universal portfolios with side information
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+Online economic ordering problem for deteriorating items with limited price information
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+Online leasing problem with price fluctuations under the consumer price index
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+Stochastic nonstationary optimization for finding universal portfolios
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+On‐Line Portfolio Selection Using Multiplicative Updates
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+Q4614099
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+A kernel-based trend pattern tracking system for portfolio optimization
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+PAMR: passive aggressive mean reversion strategy for portfolio selection
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+Transaction cost optimization for online portfolio selection
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+Binary switch portfolio
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+Aggregating expert advice strategy for online portfolio selection with side information
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