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Combination Forecasting Reversion Strategy for Online Portfolio Selection.

Dingjiang HuangShunchang YuBin LiSteven C. H. HoiShuigeng Zhou
Published in: ACM Trans. Intell. Syst. Technol. (2018)
Keyphrases
  • supply chain
  • portfolio selection
  • multistage stochastic
  • portfolio optimization
  • portfolio management
  • financial markets
  • robust optimization
  • transaction costs
  • probability distribution
  • data warehouse
  • text mining