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Combination Forecasting Reversion Strategy for Online Portfolio Selection

Dingjiang Huang, Shunchang Yu, Bin Li, Steven C. H. Hoi, Shuigeng Zhou. Combination Forecasting Reversion Strategy for Online Portfolio Selection. ACM TIST, 9(5), 2018. [doi]

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Dingjiang Huang

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Shunchang Yu

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Bin Li

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Steven C. H. Hoi

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Shuigeng Zhou

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