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]
@article{HuangYLHZ18,
title = {Combination Forecasting Reversion Strategy for Online Portfolio Selection},
author = {Dingjiang Huang and Shunchang Yu and Bin Li and Steven C. H. Hoi and Shuigeng Zhou},
year = {2018},
doi = {10.1145/3200692},
url = {https://doi.org/10.1145/3200692},
researchr = {https://researchr.org/publication/HuangYLHZ18},
cites = {0},
citedby = {0},
journal = {ACM TIST},
volume = {9},
number = {5},
}