Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection

✍ Scribed by Li, Bin; Hoi, Steven C. H.; Zhao, Peilin; Gopalkrishnan, Vivekanand

• Book ID: 121248926
• Publisher: Association for Computing Machinery
• Year: 2013
• Tongue: English
• Weight: 852 KB
• Volume: 7
• Category: Article
• ISSN: 1556-4681
• DOI: 10.1145/2435209.2435213