Exponential Gradient with Momentum for Online Portfolio Selection

标题
Exponential Gradient with Momentum for Online Portfolio Selection
作者
关键词
Online portfolio selection, High-frequency trading, Algorithmic trading, Online learning
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume 187, Issue -, Pages 115889
出版商
Elsevier BV
发表日期
2021-09-14
DOI
10.1016/j.eswa.2021.115889

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