"Robust Median Reversion Strategy for Online Portfolio Selection."

Dingjiang Huang et al. (2016)

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DOI: 10.1109/TKDE.2016.2563433

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type: Journal Article

metadata version: 2019-01-23

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Dingjiang Huang, Junlong Zhou, Bin Li, Steven C. H. Hoi, Shuigeng Zhou:
Robust Median Reversion Strategy for Online Portfolio Selection. IEEE Trans. Knowl. Data Eng. 28(9): 2480-2493 (2016)

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