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Combining expert weights for online portfolio selection based on the gradient descent algorithm.
Yong Zhang
Hong Lin
Xingyu Yang
Wanrong Long
Published in:
Knowl. Based Syst. (2021)
Keyphrases
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cost function
portfolio selection
dynamic programming
optimal solution
computational complexity
objective function
optimization algorithm
learning algorithm
search space
particle swarm optimization
np hard
multi objective
linear programming
network flow