Aggregating exponential gradient expert advice for online portfolio selection under transaction costs

Yong Zhang 0038, Jiahao Li, Xingyu Yang, Hong Lin. Aggregating exponential gradient expert advice for online portfolio selection under transaction costs. JORS, 74(8):1940-1953, August 2023. [doi]

Authors

Yong Zhang 0038

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Jiahao Li

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Xingyu Yang

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Hong Lin

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