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]
@inproceedings{WuLG23-0, title = {Weighted Multivariate Mean Reversion for Online Portfolio Selection}, author = {Boqian Wu and Benmeng Lyu and Jiawen Gu}, year = {2023}, doi = {10.1007/978-3-031-43424-2_16}, url = {https://doi.org/10.1007/978-3-031-43424-2_16}, researchr = {https://researchr.org/publication/WuLG23-0}, cites = {0}, citedby = {0}, pages = {255-270}, booktitle = {Machine Learning and Knowledge Discovery in Databases: Research Track - European Conference, ECML PKDD 2023, Turin, Italy, September 18-22, 2023, Proceedings, Part V}, editor = {Danai Koutra and Claudia Plant and Manuel Gomez-Rodriguez and Elena Baralis and Francesco Bonchi}, volume = {14173}, series = {Lecture Notes in Computer Science}, publisher = {Springer}, isbn = {978-3-031-43424-2}, }