"Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection."

Bin Li et al. (2011)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2019-05-29

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Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan:
Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection. AISTATS 2011: 434-442

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