Xia Cai, Zekun Ye. Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection. IEEE Transactions on Signal Processing, 67(21):5558-5570, 2019. [doi]
@article{CaiY19-2,
title = {Gaussian Weighting Reversion Strategy for Accurate Online Portfolio Selection},
author = {Xia Cai and Zekun Ye},
year = {2019},
doi = {10.1109/TSP.2019.2941067},
url = {https://doi.org/10.1109/TSP.2019.2941067},
researchr = {https://researchr.org/publication/CaiY19-2},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Signal Processing},
volume = {67},
number = {21},
pages = {5558-5570},
}