The following publications are possibly variants of this publication:
- Robust Median Reversion Strategy for Online Portfolio SelectionDingjiang Huang, Junlong Zhou, Bin Li, Steven C. H. Hoi, Shuigeng Zhou. tkde, 28(9):2480-2493, 2016. [doi]
- Reversion strategy for online portfolio selection with transaction costsXingyu Yang, Huaping Li, Yong Zhang, Jin'an He. ijads, 11(1):79-99, 2018. [doi]
- Confidence Weighted Mean Reversion Strategy for Online Portfolio SelectionBin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan. tkdd, 7(1):4, 2013. [doi]
- Robust Median Reversion Strategy for On-Line Portfolio SelectionDingjiang Huang, Junlong Zhou, Bin Li, Steven C. H. Hoi, Shuigeng Zhou. IJCAI 2013: 2006-2012 [doi]
- Moving average reversion strategy for on-line portfolio selectionBin Li, Steven C. H. Hoi, Doyen Sahoo, Zhiyong Liu. ai, 222:104-123, 2015. [doi]
- PAMR: Passive aggressive mean reversion strategy for portfolio selectionBin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan. ml, 87(2):221-258, 2012. [doi]
- Confidence Weighted Mean Reversion Strategy for On-Line Portfolio SelectionBin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan. jmlr, 15:434-442, 2011. [doi]
- Gaussian Weighting Reversion Strategy for Accurate On-Line Portfolio SelectionZekun Ye, Kai Huang, Shuigeng Zhou, Jihong Guan. ictai 2017: 929-936 [doi]
- On-Line Portfolio Selection with Moving Average ReversionBin Li, Steven C. H. Hoi. icml 2012: [doi]