Work

Exponential Gradient with Momentum for Online Portfolio Selection

Year: 2021

Type: article

Source: Expert Systems with Applications

DOI: 10.1016/j.eswa.2021.115889

Authors: Yuyuan Li, Xiaolin Zheng, Chaochao Chen, Jiawei Wang, Shuai Xu

Institution: Zhejiang University

Language: English

Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, National Key Research and Development Program of China

Award: G7715753593

OpenAlex ID: W3199879188

FWCI: 2.61

Cites: 60

Cited by: 26

Related to: 10