Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection

DOI10.1109/TSP.2019.2941067OpenAlexW2972733119MaRDI QIDQ5240512

Zekun Ye, Xia Cai

Publication date: 28 October 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2019.2941067

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Adaptive online portfolio strategy based on exponential gradient updates ⋮ Adaptive moment estimation for universal portfolio selection strategy

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