Bin Li, Steven C. H. Hoi
On-Line Portfolio Selection with Moving Average Reversion
ICML, 2012.
@inproceedings{ICML-2012-LiH,
author = "Bin Li and Steven C. H. Hoi",
booktitle = "{Proceedings of the 29th International Conference on Machine Learning}",
ee = "http://icml.cc/2012/papers/168.pdf",
pages = "76",
publisher = "{icml.cc / Omnipress}",
title = "{On-Line Portfolio Selection with Moving Average Reversion}",
year = 2012,
}