Universal portfolio selection strategy by aggregating online expert advice

DOI10.1007/s11081-020-09555-2zbMath1490.91184OpenAlexW3083755516MaRDI QIDQ2138290

Xingyu Yang, Jin'An He

Publication date: 11 May 2022

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-020-09555-2

zbMATH Keywords

online learninguniversal portfolioonline portfolio selectionweak aggregating algorithm

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (2)

Adaptive moment estimation for universal portfolio selection strategy ⋮ Online portfolio selection with state-dependent price estimators and transaction costs

Uses Software

• PAMR

Cites Work

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