Exponential gradient strategy for online portfolio with side information

YANG Xingyu, HE Jin'an, ZHANG Yong, ZHANG Weiguo

Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (1) : 60-69.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2019, Vol. 39 ›› Issue (1) : 60-69. DOI: 10.12011/1000-6788-2017-1669-10

Exponential gradient strategy for online portfolio with side information

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2019, 39(1): 60-69 https://doi.org/10.12011/1000-6788-2017-1669-10

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