Gaussian Weighting Reversion Strategy for Accurate On-Line Portfolio Selection

Zekun Ye, Kai Huang, Shuigeng Zhou, Jihong Guan. Gaussian Weighting Reversion Strategy for Accurate On-Line Portfolio Selection. In 29th IEEE International Conference on Tools with Artificial Intelligence, ICTAI 2017, Boston, MA, USA, November 6-8, 2017. pages 929-936, IEEE Computer Society, 2017. [doi]

Abstract

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