基于自回归移动平均反转的在线投资组合选择

基于自回归移动平均反转的在线投资组合选择

郁顺昌, 黄定江

Online portfolio selection based on autoregressive moving average reversion

YU Shunchang, HUANG Dingjiang

计算机应用 . 2018, (5): 1505 -1511 . DOI: 10.11772/j.issn.1001-9081.2017102572