jiahaoli57 / CAEGc

Yong 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

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