PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection

Bin Li, Peilin Zhao, Steven C. H. Hoi, Vivekanand Gopalkrishnan

MLJ 2012 pp. 221-258

doi:10.1007/S10994-012-5281-Z /mlj/2012/li2012mlj-pamr/

Cite

Text

Li et al. "PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection." Machine Learning, 2012. doi:10.1007/S10994-012-5281-Z

Markdown

[Li et al. "PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection." Machine Learning, 2012.](https://mlanthology.org/mlj/2012/li2012mlj-pamr/) doi:10.1007/S10994-012-5281-Z

BibTeX

@article{li2012mlj-pamr,
  title     = {{PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection}},
  author    = {Li, Bin and Zhao, Peilin and Hoi, Steven C. H. and Gopalkrishnan, Vivekanand},
  journal   = {Machine Learning},
  year      = {2012},
  pages     = {221-258},
  doi       = {10.1007/S10994-012-5281-Z},
  volume    = {87},
  url       = {https://mlanthology.org/mlj/2012/li2012mlj-pamr/}
}