Exponential Gradient with Momentum for Online Portfolio Selection.

Yuyuan Li Xiaolin Zheng Chaochao Chen Jiawei Wang Shuai Xu

Published in: Expert Syst. Appl. (2022)

Keyphrases

portfolio selection
multistage stochastic
portfolio optimization
portfolio management
multiple objectives
financial markets
genetic programming
long term
decision support system
non stationary
optimal portfolio