Universal portfolio based on on-line learning of linear function

ZHANG Wei-guo, ZHANG Yong, XU Wei-jun, YANG Xing-yu

Systems Engineering - Theory & Practice ›› 2012 ›› Issue (8) : 1647-1654.

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Systems Engineering - Theory & Practice ›› 2012 ›› Issue (8) : 1647-1654. DOI: 10.12011/1000-6788(2012)8-1647

Universal portfolio based on on-line learning of linear function

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