Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection

By Andrzej Cichocki, Sergio Cruces, Auxiliadora Sarmiento, Toshihisa Tanaka

Published 2024-06-02

Everscope rating

1729.2

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Generalized Exponentiated Gradient (EGAB). Problem types: Online Learning, Portfolio Optimization.

arXiv:2406.00655 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.