conftrace_

weight reversion

1 paper

Explore in graph

Co-occurring keywords · papers mentioning both

online passive aggressive (1) reversion strategy (1) online portfolio (1) vector auto-regressive (1) passive-aggressive learning (1) vector autoregression (1) portfolio optimization (1) portfolio selection (1) time series prediction (1) risk management (1)

Papers

Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020