Puja Das, Nicholas Johnson, Arindam Banerjee. Online Portfolio Selection with Group Sparsity. In Carla E. Brodley, Peter Stone, editors, Proceedings of the Twenty-Eighth AAAI Conference on Artificial Intelligence, July 27 -31, 2014, Québec City, Québec, Canada. pages 1185-1191, AAAI Press, 2014. [doi]
Abstract is missing.