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Adaptive online portfolio strategy based on exponential gradient updates.

Yong ZhangHong LinLina ZhengXingyu Yang
Published in: J. Comb. Optim. (2022)
Keyphrases
  • adaptive strategies
  • online learning
  • real time
  • decision making
  • optimal strategy
  • databases
  • information systems
  • learning environment
  • multiscale
  • evolutionary algorithm
  • non stationary
  • search strategy
  • policy gradient