Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices

Jianfei Yin, Ruili Wang, Yeqing Guo, Yizhe Bai, Shunda Ju, Weili Liu, Joshua Zhexue Huang. Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices. TKDD, 16(2), 2022. [doi]

@article{YinWGBJLH22,
  title = {Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices},
  author = {Jianfei Yin and Ruili Wang and Yeqing Guo and Yizhe Bai and Shunda Ju and Weili Liu and Joshua Zhexue Huang},
  year = {2022},
  doi = {10.1145/3464308},
  url = {https://doi.org/10.1145/3464308},
  researchr = {https://researchr.org/publication/YinWGBJLH22},
  cites = {0},
  citedby = {0},
  journal = {TKDD},
  volume = {16},
  number = {2},
}