External Links

Cite Key

Statistics

  • References: 0
  • Cited by: 0
  • Reviews: 0
  • Bibliographies: 0

PDF

Researchr

Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.

Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.

Weighted Multivariate Mean Reversion for Online Portfolio Selection

Boqian Wu, Benmeng Lyu, Jiawen Gu. Weighted Multivariate Mean Reversion for Online Portfolio Selection. In Danai Koutra, Claudia Plant, Manuel Gomez-Rodriguez, Elena Baralis, Francesco Bonchi, editors, Machine Learning and Knowledge Discovery in Databases: Research Track - European Conference, ECML PKDD 2023, Turin, Italy, September 18-22, 2023, Proceedings, Part V. Volume 14173 of Lecture Notes in Computer Science, pages 255-270, Springer, 2023. [doi]

Authors

Boqian Wu

This author has not been identified. Look up 'Boqian Wu' in Google

Benmeng Lyu

This author has not been identified. Look up 'Benmeng Lyu' in Google

Jiawen Gu

This author has not been identified. Look up 'Jiawen Gu' in Google
runs on