Adaptive online portfolio strategy based on exponential gradient updates

Yong Zhang 0038, Hong Lin, Lina Zheng, Xingyu Yang. Adaptive online portfolio strategy based on exponential gradient updates. J. Comb. Optim., 43(3):672-696, 2022. [doi]

Authors

Yong Zhang 0038

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Hong Lin

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Lina Zheng

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Xingyu Yang

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