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Passive Aggressive Algorithm for Online Portfolio Selection with Piecewise Loss Function

Li Gao, Weiguo Zhang, Qiang Tang. Passive Aggressive Algorithm for Online Portfolio Selection with Piecewise Loss Function. In Hiroshi Motoda, Zhaohui Wu, Longbing Cao, Osmar R. Zaïane, Min Yao, Wei Wang 0009, editors, Advanced Data Mining and Applications - 9th International Conference, ADMA 2013, Hangzhou, China, December 14-16, 2013, Proceedings, Part II. Volume 8347 of Lecture Notes in Computer Science, pages 360-371, Springer, 2013. [doi]

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Li Gao

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Weiguo Zhang

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Qiang Tang

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