Confidence Weighted Mean Reversion strategy for on-line portfolio selection

Journal of Machine Learning Research

Volumn 15, Issue , 2011, Pages 434-442

  Li, Bin ^a   Hoi, Steven C H ^a   Zhao, Peilin ^a   Gopalkrishnan, Vivekanand ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

MEAN REVERSION; ONLINE LEARNING; PORTFOLIO SELECTION; REAL MARKETS; STATE OF THE ART; WEIGHTED MEAN;

SOFTWARE ENGINEERING;

ARTIFICIAL INTELLIGENCE;

EID: 84862280277     PISSN: 15324435     EISSN: 15337928     Source Type: Journal    
DOI: None     Document Type: Conference Paper

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