A novel adjusted learning algorithm for online portfolio selection using peak price tracking approach

Decision Analytics Journal - Tập 7 - Trang 100256 - 2023
Hong-Liang Dai1, Cui-Yin Huang1, Hong-Ming Dai2, Fei-Tong Lai1, Xiao-Ting Lv1, Rana Muhammad Adnan1
1School of Economics and Statistics, Guangzhou University, Guangzhou, 510006, China
2School of Information and Automation, Guangdong Polytechnic of Science and Trade, Guangzhou 510430, China

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