Yuyuan Li, Xiaolin Zheng, Chaochao Chen 0001, Jiawei Wang, Shuai Xu. Exponential Gradient with Momentum for Online Portfolio Selection. Expert Syst. Appl., 187:115889, 2022. [doi]
@article{LiZCWX22,
title = {Exponential Gradient with Momentum for Online Portfolio Selection},
author = {Yuyuan Li and Xiaolin Zheng and Chaochao Chen 0001 and Jiawei Wang and Shuai Xu},
year = {2022},
doi = {10.1016/j.eswa.2021.115889},
url = {https://doi.org/10.1016/j.eswa.2021.115889},
researchr = {https://researchr.org/publication/LiZCWX22},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {187},
pages = {115889},
}