Work

Combining expert weights for online portfolio selection based on the gradient descent algorithm

Year: 2021

Type: article

Source: Knowledge-Based Systems

DOI: 10.1016/j.knosys.2021.107533

Authors: Yong Zhang, Hong Lin, Xingyu Yang, Wanrong Long

Institution: Guangdong University of Technology

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W3201707004

FWCI: 3.797

Cites: 48

Cited by: 31

Related to: 10