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Exponential Gradient with Momentum for Online Portfolio Selection · Study

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ArticleExponential Gradient with Momentum for Online Portfolio Selection

Yuyuan Li2021

Article2021

Exponential Gradient with Momentum for Online Portfolio Selection

Yuyuan Li · Xiaolin Zheng · Chaochao Chen · Shuai Xu

26 citations·0/0 files stored·Expert Systems with Applications

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Advanced Bandit Algorithms Research Stock Market Forecasting Methods Risk and Portfolio Optimization

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References

1952PORTFOLIO SELECTION*1959Portfolio Selection: Efficient Diversification of Investments 2004Forecasting seasonals and trends by exponentially weighted moving averages 1990When Are Contrarian Profits Due to Stock Market Overreaction?2014High-Frequency Trading and Price Discovery 1989Mean-Variance Analysis in Portfolio Choice and Capital Markets.1997Exponentiated Gradient versus Gradient Descent for Linear Predictors 2017The Flash Crash: High‐Frequency Trading in an Electronic Market

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Details

Year2021

Typearticle

Published2021-09-14

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations26

Files0 public / 0

ShelfAdvanced Bandit Algorithms Research

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doi10.1016/j.eswa.2021.115889

openalex_workW3199879188

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