Moving average reversion strategy for on-line portfolio selection

Title
Moving average reversion strategy for on-line portfolio selection
Authors
Keywords
Portfolio selection, On-line learning, Mean reversion, Moving average reversion
Journal
ARTIFICIAL INTELLIGENCE
Volume 222, Issue -, Pages 104-123
Publisher
Elsevier BV
Online
2015-02-03
DOI
10.1016/j.artint.2015.01.006

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