Combining expert weights for online portfolio selection based on the gradient descent algorithm-Reference-Cited by-同舟云学术

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Combining expert weights for online portfolio selection based on the gradient descent algorithm

Published:2021-12 Issue: Volume:234 Page:107533
ISSN:0950-7051
Container-title:Knowledge-Based Systems
language:en
Short-container-title:Knowledge-Based Systems

Author:

Zhang Yong,Lin Hong,Yang Xingyu^ORCID,Long Wanrong

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems and Management,Management Information Systems,Software

Reference44 articles.

1. Portfolio selection;Markowitz;J. Finance,1952

2. 60 years of portfolio optimization: Practical challenges and current trends;Kolm;European J. Oper. Res.,2014

3. A new interpretation of information rate;Kelly;Bell Syst. Tech. J.,1956

4. Universal portfolios;Cover;Math. Finance,1991

5. Online portfolio selection: A survey;Li;ACM Comput. Surv.,2014

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