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]
@article{ZhangLYL23-2,
title = {Aggregating exponential gradient expert advice for online portfolio selection under transaction costs},
author = {Yong Zhang 0038 and Jiahao Li and Xingyu Yang and Hong Lin},
year = {2023},
month = {August},
doi = {10.1080/01605682.2022.2122737},
url = {https://doi.org/10.1080/01605682.2022.2122737},
researchr = {https://researchr.org/publication/ZhangLYL23-2},
cites = {0},
citedby = {0},
journal = {JORS},
volume = {74},
number = {8},
pages = {1940-1953},
}