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Research Articles

Aggregating exponential gradient expert advice for online portfolio selection under transaction costs

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Pages 1940-1953 | Received 10 May 2021, Accepted 30 Aug 2022, Published online: 10 Oct 2022

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Yong Zhang, Hong Lin, Jiahao Li & Xingyu Yang. Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm. Journal of the Operational Research Society 0:0, pages 1-20.
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Articles from other publishers (1)

Yong Zhang, Jiahao Li, Xingyu Yang & Jianliang Zhang. (2023) Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method. Computational Economics.
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