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Effective Online Portfolio Selection for the Long-Short Market Using Mirror Gradient Descent.
Wenyu Zhang
Xiangming Li
Yunzhu Chen
Neng Ye
Xiao-Ping Zhang
Published in:
IEEE Signal Process. Lett. (2023)
Keyphrases
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portfolio selection
financial markets
portfolio management
neural network
data mining
cost function
portfolio optimization
optimal portfolio
artificial intelligence
case based reasoning
stock exchange
multistage stochastic