Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management

Feng et al. "Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management." AAAI Conference on Artificial Intelligence, 2025. doi:10.1609/AAAI.V39I11.33220

[Feng et al. "Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management." AAAI Conference on Artificial Intelligence, 2025.](https://mlanthology.org/aaai/2025/feng2025aaai-langevin/) doi:10.1609/AAAI.V39I11.33220

@inproceedings{feng2025aaai-langevin,
  title     = {{Langevin Multiplicative Weights Update with Applications in Polynomial Portfolio Management}},
  author    = {Feng, Yi and Wang, Xiao and Xie, Tian},
  booktitle = {AAAI Conference on Artificial Intelligence},
  year      = {2025},
  pages     = {11221-11228},
  doi       = {10.1609/AAAI.V39I11.33220},
  url       = {https://mlanthology.org/aaai/2025/feng2025aaai-langevin/}
}