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]
@article{ZhangLZY22-0,
title = {Adaptive online portfolio strategy based on exponential gradient updates},
author = {Yong Zhang 0038 and Hong Lin and Lina Zheng and Xingyu Yang},
year = {2022},
doi = {10.1007/s10878-021-00800-7},
url = {https://doi.org/10.1007/s10878-021-00800-7},
researchr = {https://researchr.org/publication/ZhangLZY22-0},
cites = {0},
citedby = {0},
journal = {J. Comb. Optim.},
volume = {43},
number = {3},
pages = {672-696},
}