Weighted Multivariate Mean Reversion for Online Portfolio Selection

Wu et al. "Weighted Multivariate Mean Reversion for Online Portfolio Selection." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023. doi:10.1007/978-3-031-43424-2_16

[Wu et al. "Weighted Multivariate Mean Reversion for Online Portfolio Selection." European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases, 2023.](https://mlanthology.org/ecmlpkdd/2023/wu2023ecmlpkdd-weighted/) doi:10.1007/978-3-031-43424-2_16

@inproceedings{wu2023ecmlpkdd-weighted,
  title     = {{Weighted Multivariate Mean Reversion for Online Portfolio Selection}},
  author    = {Wu, Boqian and Lyu, Benmeng and Gu, Jiawen},
  booktitle = {European Conference on Machine Learning and Principles and Practice of Knowledge Discovery in Databases},
  year      = {2023},
  pages     = {255-270},
  doi       = {10.1007/978-3-031-43424-2_16},
  url       = {https://mlanthology.org/ecmlpkdd/2023/wu2023ecmlpkdd-weighted/}
}