On-Line Portfolio Selection with Moving Average Reversion
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Bin Li, Steven C. H. Hoi
On-Line Portfolio Selection with Moving Average Reversion
ICML, 2012.

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@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,
}

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