Dynamic mode decomposition for online portfolio selection task

DOI10.1016/J.EJOR.2025.04.049MaRDI QIDQ6865573zbMATH OpenFDO

Authors Jiahao Li, Yong Zhang, Xiaoteng Zheng

Publication date 2 February 2026

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.EJOR.2025.04.049

zbMATH Keywords

decision support systemsdynamic mode decompositionexponential gradientonline portfolio selectiontime-varying dynamical systems

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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