jiahaoli57 / caegc Goto Github PK
View Code? Open in Web Editor NEWYong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, , 2023, 74(8): 1940-1953.
Home Page: https://www.tandfonline.com/doi/full/10.1080/01605682.2022.2122737
License: MIT License