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Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection.
Bin Li
Steven C. H. Hoi
Peilin Zhao
Vivekanand Gopalkrishnan
Published in:
ACM Trans. Knowl. Discov. Data (2013)
Keyphrases
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portfolio selection
multistage stochastic
portfolio management
portfolio optimization
multiple objectives
financial markets
robust optimization
optimal portfolio
data mining
expert systems
information extraction
decision problems
greedy algorithm
passive aggressive