Adaptive online portfolio strategy based on exponential gradient updates (Q2125237)
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scientific article; zbMATH DE number 7507017
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Adaptive online portfolio strategy based on exponential gradient updates |
scientific article; zbMATH DE number 7507017 |
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Adaptive online portfolio strategy based on exponential gradient updates (English)
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13 April 2022
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online portfolio selection
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adaptive strategy
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exponential gradient
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learning rate
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quantitative finance
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0.8098110556602478
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0.7898492217063904
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0.7878831028938293
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0.7815847992897034
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0.7787363529205322
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