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"PAMR: Passive aggressive mean reversion strategy for portfolio selection."

Bin Li et al. (2012)

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DOI: 10.1007/S10994-012-5281-Z

access: open

type: Journal Article

metadata version: 2020-03-02

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  dblp key:
  - journals/ml/LiZHG12
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  - https://dblp.org/rec/journals/ml/LiZHG12
Bin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan:
PAMR: Passive aggressive mean reversion strategy for portfolio selection. Mach. Learn. 87(2): 221-258 (2012)

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