"REFER: Randomized Online Factor Selection Framework for portfolio Management."

Yuyuan Li et al. (2023)

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DOI: 10.1016/J.ESWA.2023.119837

access: closed

type: Journal Article

metadata version: 2023-08-25

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Yuyuan Li, Chaochao Chen, Xiaolin Zheng, Yan Wang, Biao Gong:
REFER: Randomized Online Factor Selection Framework for portfolio Management. Expert Syst. Appl. 223: 119837 (2023)

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