"An Adaptive News-Driven Method for CVaR-sensitive Online Portfolio ..."

Qianqiao Liang et al. (2021)

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DOI: 10.24963/IJCAI.2021/373

access: open

type: Conference or Workshop Paper

metadata version: 2021-10-21

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  - conf/ijcai/LiangZZW21
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  - https://dblp.org/rec/conf/ijcai/LiangZZW21
Qianqiao Liang, Mengying Zhu, Xiaolin Zheng, Yan Wang:
An Adaptive News-Driven Method for CVaR-sensitive Online Portfolio Selection in Non-Stationary Financial Markets. IJCAI 2021: 2708-2715

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