Work

Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection

Year: 2013

Type: article

Source: ACM Transactions on Knowledge Discovery from Data

DOI: 10.1145/2435209.2435213

Authors: Bin Li, Steven C. H. Hoi, Peilin Zhao, Vivekanand Gopalkrishnan

Institutions: Nanyang Technological University, Deloitte (United States)

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funder: Ministry of Education - Singapore

Award: G4904063092

OpenAlex ID: W2158100334

FWCI: 7.287

Cites: 89

Cited by: 133

Related to: 10