Wenyu Zhang, Xiangming Li, Yunzhu Chen, Neng Ye, Xiao-Ping Zhang 0002. Effective Online Portfolio Selection for the Long-Short Market Using Mirror Gradient Descent. IEEE Signal Process. Lett., 30:913-917, 2023. [doi]
@article{ZhangLCYZ23,
title = {Effective Online Portfolio Selection for the Long-Short Market Using Mirror Gradient Descent},
author = {Wenyu Zhang and Xiangming Li and Yunzhu Chen and Neng Ye and Xiao-Ping Zhang 0002},
year = {2023},
doi = {10.1109/LSP.2023.3296913},
url = {https://doi.org/10.1109/LSP.2023.3296913},
researchr = {https://researchr.org/publication/ZhangLCYZ23},
cites = {0},
citedby = {0},
journal = {IEEE Signal Process. Lett.},
volume = {30},
pages = {913-917},
}