{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,5,8]],"date-time":"2026-05-08T06:19:44Z","timestamp":1778221184841,"version":"3.51.4"},"reference-count":70,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2012,2,21]],"date-time":"2012-02-21T00:00:00Z","timestamp":1329782400000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Mach Learn"],"published-print":{"date-parts":[[2012,5]]},"DOI":"10.1007\/s10994-012-5281-z","type":"journal-article","created":{"date-parts":[[2012,2,20]],"date-time":"2012-02-20T20:57:52Z","timestamp":1329771472000},"page":"221-258","source":"Crossref","is-referenced-by-count":185,"title":["PAMR: Passive aggressive mean reversion strategy for portfolio selection"],"prefix":"10.1007","volume":"87","author":[{"given":"Bin","family":"Li","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Peilin","family":"Zhao","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Steven C. H.","family":"Hoi","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Vivekanand","family":"Gopalkrishnan","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2012,2,21]]},"reference":[{"key":"5281_CR1","volume-title":"Proceedings of annual conference on learning theory","author":"J. Abernethy","year":"2009","unstructured":"Abernethy, J., Agarwal, A., Barlett, P. L., & Rakhlin, A. (2009). A stochastic view of optimal regret through minimax duality. In Proceedings of annual conference on learning theory."},{"key":"5281_CR2","unstructured":"Agarwal, A., & Hazan, E. (2005). New algorithms for repeated play and universal portfolio management. Technical report, Princeton University."},{"key":"5281_CR3","doi-asserted-by":"crossref","first-page":"9","DOI":"10.1145\/1143844.1143846","volume-title":"Proceedings of the international conference on machine learning","author":"A. Agarwal","year":"2006","unstructured":"Agarwal, A., Hazan, E., Kale, S., & Schapire, R. E. (2006). Algorithms for portfolio management based on the newton method. In Proceedings of the international conference on machine learning (pp.\u00a09\u201316)."},{"key":"5281_CR4","first-page":"782","volume-title":"Automata, languages and programming","author":"K. Akcoglu","year":"2002","unstructured":"Akcoglu, K., Drineas, P., & Kao, M.-Y. (2002). Fast universalization of investment strategies with provably good relative returns. In Automata, languages and programming (Vol. 2380, p.\u00a0782)."},{"key":"5281_CR5","volume-title":"High-frequency trading: a practical guide to algorithmic strategies and trading systems","author":"I. Aldridge","year":"2009","unstructured":"Aldridge, I. (2009). High-frequency trading: a practical guide to algorithmic strategies and trading systems. Hoboken: Wiley."},{"key":"5281_CR6","unstructured":"Belentepe, C. Y. (2005). A statistical view of universal portfolios. PhD thesis, University of Pennsylvania."},{"issue":"3","key":"5281_CR7","doi-asserted-by":"crossref","first-page":"193","DOI":"10.1023\/A:1007530728748","volume":"35","author":"A. Blum","year":"1999","unstructured":"Blum, A., & Kalai, A. (1999). Universal portfolios with and without transaction costs. Machine Learning, 35(3), 193\u2013205.","journal-title":"Machine Learning"},{"key":"5281_CR8","first-page":"1307","volume":"8","author":"A. Blum","year":"2007","unstructured":"Blum, A., & Mansour, Y. (2007). From external to internal regret. Journal of Machine Learning Research, 8, 1307\u20131324.","journal-title":"Journal of Machine Learning Research"},{"key":"5281_CR9","volume-title":"Online computation and competitive analysis","author":"A. Borodin","year":"1998","unstructured":"Borodin, A., & El-Yaniv, R. (1998). Online computation and competitive analysis. Cambridge: Cambridge University Press."},{"key":"5281_CR10","first-page":"173","volume-title":"Proceedings of the Latin American symposium on theoretical informatics","author":"A. Borodin","year":"2000","unstructured":"Borodin, A., El-Yaniv, R., & Gogan, V. (2000). On the competitive theory and practice of portfolio selection (extended abstract). In Proceedings of the Latin American symposium on theoretical informatics (pp.\u00a0173\u2013196)."},{"key":"5281_CR11","doi-asserted-by":"crossref","first-page":"579","DOI":"10.1613\/jair.1336","volume":"21","author":"A. Borodin","year":"2004","unstructured":"Borodin, A., El-Yaniv, R., & Gogan, V. (2004). Can we learn to beat the best stock. The Journal of Artificial Intelligence Research, 21, 579\u2013594.","journal-title":"The Journal of Artificial Intelligence Research"},{"key":"5281_CR12","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511804441","volume-title":"Convex optimization","author":"S. Boyd","year":"2004","unstructured":"Boyd, S., & Vandenberghe, L. (2004). Convex optimization. New York: Cambridge University Press."},{"key":"5281_CR13","first-page":"65","volume-title":"Proceedings of the Berkeley symposium on mathematical statistics and probability","author":"L. Breiman","year":"1961","unstructured":"Breiman, L. (1961). Optimal gambling systems for favorable games. In Proceedings of the Berkeley symposium on mathematical statistics and probability (Vol.\u00a01, pp.\u00a065\u201378)."},{"issue":"6","key":"5281_CR14","doi-asserted-by":"crossref","first-page":"1506","DOI":"10.1109\/TNN.2003.820556","volume":"14","author":"L. J. Cao","year":"2003","unstructured":"Cao, L. J., & Tay, F. E. H. (2003). Support vector machine with adaptive parameters in financial time series forecasting. IEEE Transactions on Neural Networks, 14(6), 1506\u20131518.","journal-title":"IEEE Transactions on Neural Networks"},{"key":"5281_CR15","doi-asserted-by":"crossref","DOI":"10.1017\/CBO9780511546921","volume-title":"Prediction, learning, and games","author":"N. Cesa-Bianchi","year":"2006","unstructured":"Cesa-Bianchi, N., & Lugosi, G. (2006). Prediction, learning, and games. New York: Cambridge University Press."},{"issue":"9","key":"5281_CR16","doi-asserted-by":"crossref","first-page":"2050","DOI":"10.1109\/TIT.2004.833339","volume":"50","author":"N. Cesa-Bianchi","year":"2004","unstructured":"Cesa-Bianchi, N., Conconi, A., & Gentile, C. (2004). On the generalization ability of on-line learning algorithms. IEEE Transactions on Information Theory, 50(9), 2050\u20132057.","journal-title":"IEEE Transactions on Information Theory"},{"issue":"1","key":"5281_CR17","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1111\/j.1467-9965.1991.tb00002.x","volume":"1","author":"T. M. Cover","year":"1991","unstructured":"Cover, T. M. (1991). Universal portfolios. Mathematical Finance, 1(1), 1\u201329.","journal-title":"Mathematical Finance"},{"issue":"2","key":"5281_CR18","doi-asserted-by":"crossref","first-page":"170","DOI":"10.1016\/0196-8858(86)90029-1","volume":"7","author":"T. M. Cover","year":"1986","unstructured":"Cover, T. M., & Gluss, D. H. (1986). Empirical bayes stock market portfolios. Advances in Applied Mathematics, 7(2), 170\u2013181.","journal-title":"Advances in Applied Mathematics"},{"issue":"2","key":"5281_CR19","doi-asserted-by":"crossref","first-page":"348","DOI":"10.1109\/18.485708","volume":"42","author":"T. M. Cover","year":"1996","unstructured":"Cover, T. M., & Ordentlich, E. (1996). Universal portfolios with side information. IEEE Transactions on Information Theory, 42(2), 348\u2013363.","journal-title":"IEEE Transactions on Information Theory"},{"key":"5281_CR20","doi-asserted-by":"crossref","DOI":"10.1002\/0471200611","volume-title":"Elements of information theory","author":"T. M. Cover","year":"1991","unstructured":"Cover, T. M., & Thomas, J. A. (1991). Elements of information theory. New York: Wiley-Interscience."},{"key":"5281_CR21","first-page":"951","volume":"3","author":"K. Crammer","year":"2003","unstructured":"Crammer, K., & Singer, Y. (2003). Ultraconservative online algorithms for multiclass problems. Journal of Machine Learning Research, 3, 951\u2013991.","journal-title":"Journal of Machine Learning Research"},{"key":"5281_CR22","first-page":"551","volume":"7","author":"K. Crammer","year":"2006","unstructured":"Crammer, K., Dekel, O., Keshet, J., Shalev-Shwartz, S., & Singer, Y. (2006). Online passive-aggressive algorithms. Journal of Machine Learning Research, 7, 551\u2013585.","journal-title":"Journal of Machine Learning Research"},{"issue":"2","key":"5281_CR23","doi-asserted-by":"crossref","first-page":"245","DOI":"10.1111\/1467-9965.00016","volume":"13","author":"J. E. Cross","year":"2003","unstructured":"Cross, J. E., & Barron, A. R. (2003). Efficient universal portfolios for past-dependent target classes. Mathematical Finance, 13(2), 245\u2013276.","journal-title":"Mathematical Finance"},{"key":"5281_CR24","volume-title":"Proceedings of international conference on knowledge discovery and data mining","author":"P. Das","year":"2011","unstructured":"Das, P., & Banerjee, A. (2011). Meta optimization and its application to portfolio selection. In Proceedings of international conference on knowledge discovery and data mining."},{"key":"5281_CR25","doi-asserted-by":"crossref","first-page":"272","DOI":"10.1145\/1390156.1390191","volume-title":"Proceedings of the international conference on machine learning","author":"J. Duchi","year":"2008","unstructured":"Duchi, J., Shalev-Shwartz, S., Singer, Y., & Chandra, T. (2008). Efficient projections onto the l 1-ball for learning in high dimensions. In Proceedings of the international conference on machine learning (pp.\u00a0272\u2013279)."},{"key":"5281_CR26","unstructured":"Exley, J., Mehta, S., & Smith, A. (2004). Mean reversion. Technical report, Faculty & Institute of Actuaries, Finance and Investment Conference, Brussels."},{"key":"5281_CR27","doi-asserted-by":"crossref","first-page":"313","DOI":"10.1145\/1143844.1143884","volume-title":"Proceedings of the international conference on machine learning","author":"M. Fink","year":"2006","unstructured":"Fink, M., Shalev-Shwartz, S., Singer, Y., & Ullman, S. (2006). Online multiclass learning by interclass hypothesis sharing. In Proceedings of the international conference on machine learning (pp.\u00a0313\u2013320)."},{"issue":"3","key":"5281_CR28","doi-asserted-by":"crossref","first-page":"277","DOI":"10.1023\/A:1007662407062","volume":"37","author":"Y. Freund","year":"1999","unstructured":"Freund, Y., & Schapire, R. E. (1999). Large margin classification using the perceptron algorithm. Machine Learning, 37(3), 277\u2013296.","journal-title":"Machine Learning"},{"key":"5281_CR29","first-page":"213","volume":"2","author":"C. Gentile","year":"2001","unstructured":"Gentile, C. (2001). A new approximate maximal margin classification algorithm. Journal of Machine Learning Research, 2, 213\u2013242.","journal-title":"Journal of Machine Learning Research"},{"key":"5281_CR30","volume-title":"Active portfolio management: a quantitative approach for producing superior returns and controlling risk","author":"R. Grinold","year":"1999","unstructured":"Grinold, R., & Kahn, R. (1999). Active portfolio management: a quantitative approach for producing superior returns and controlling risk. New York: McGraw-Hill."},{"key":"5281_CR31","first-page":"339","volume-title":"Advances in learning theory: methods, models and applications","author":"L. Gy\u00f6rfi","year":"2003","unstructured":"Gy\u00f6rfi, L., & Sch\u00e4fer, D. (2003). Nonparametric prediction. In J. A. K. Suykens, G. Horv\u00e1th, S. Basu, C. Micchelli, & J. Vandevalle (Eds.), Advances in learning theory: methods, models and applications (pp.\u00a0339\u2013354). Amsterdam: IOS Press."},{"key":"5281_CR32","doi-asserted-by":"crossref","first-page":"108","DOI":"10.1007\/978-3-540-87987-9_13","volume-title":"Proceedings of the international conference on algorithmic learning theory","author":"L. Gy\u00f6rfi","year":"2008","unstructured":"Gy\u00f6rfi, L., & Vajda, I. (2008). Growth optimal investment with transaction costs. In Proceedings of the international conference on algorithmic learning theory (pp.\u00a0108\u2013122)."},{"issue":"2","key":"5281_CR33","doi-asserted-by":"crossref","first-page":"337","DOI":"10.1111\/j.1467-9965.2006.00274.x","volume":"16","author":"L. Gy\u00f6rfi","year":"2006","unstructured":"Gy\u00f6rfi, L., Lugosi, G., & Udina, F. (2006). Nonparametric kernel-based sequential investment strategies. Mathematical Finance, 16(2), 337\u2013357.","journal-title":"Mathematical Finance"},{"issue":"3","key":"5281_CR34","doi-asserted-by":"crossref","first-page":"505","DOI":"10.1142\/S0219024907004251","volume":"10","author":"L. Gy\u00f6rfi","year":"2007","unstructured":"Gy\u00f6rfi, L., Urb\u00e1n, A., & Vajda, I. (2007). Kernel-based semi-log-optimal empirical portfolio selection strategies. International Journal of Theoretical and Applied Finance, 10(3), 505\u2013516.","journal-title":"International Journal of Theoretical and Applied Finance"},{"issue":"2","key":"5281_CR35","doi-asserted-by":"crossref","first-page":"145","DOI":"10.1524\/stnd.2008.0917","volume":"26","author":"L. Gy\u00f6rfi","year":"2008","unstructured":"Gy\u00f6rfi, L., Udina, F., & Walk, H. (2008). Nonparametric nearest neighbor based empirical portfolio selection strategies. Statistics & Decisions, 26(2), 145\u2013157.","journal-title":"Statistics & Decisions"},{"key":"5281_CR36","unstructured":"Hazan, E. (2006). Efficient algorithms for online convex optimization and their applications. PhD thesis, Princeton University."},{"key":"5281_CR37","first-page":"393","volume-title":"Proceedings of the international conference on machine learning","author":"E. Hazan","year":"2009","unstructured":"Hazan, E., & Seshadhri, C. (2009). Efficient learning algorithms for changing environments. In Proceedings of the international conference on machine learning (pp.\u00a0393\u2013400)."},{"issue":"2\u20133","key":"5281_CR38","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1007\/s10994-007-5016-8","volume":"69","author":"E. Hazan","year":"2007","unstructured":"Hazan, E., Agarwal, A., & Kale, S. (2007). Logarithmic regret\u00a0algorithms for online convex optimization. Machine Learning, 69(2\u20133), 169\u2013192.","journal-title":"Machine Learning"},{"key":"5281_CR39","first-page":"243","volume-title":"Proceedings of the international conference on machine learning","author":"D. P. Helmbold","year":"1996","unstructured":"Helmbold, D. P., Schapire, R. E., Singer, Y., & Warmuth, M. K. (1996). On-line portfolio selection using multiplicative updates. In Proceedings of the international conference on machine learning (pp.\u00a0243\u2013251)."},{"issue":"1","key":"5281_CR40","doi-asserted-by":"crossref","first-page":"97","DOI":"10.1023\/A:1007301011561","volume":"27","author":"D. P. Helmbold","year":"1997","unstructured":"Helmbold, D. P., Schapire, R. E., Singer, Y., & Warmuth, M. K. (1997). A comparison of new and old algorithms for a mixture estimation problem. Machine Learning, 27(1), 97\u2013119.","journal-title":"Machine Learning"},{"key":"5281_CR41","unstructured":"Hillebrand, E. (2003). Mean reversion models of financial markets. PhD thesis, University of Bremen."},{"key":"5281_CR42","volume-title":"Options, futures, and other derivatives","author":"J. C. Hull","year":"2008","unstructured":"Hull, J. C. (2008). Options, futures, and other derivatives. Upper Saddle River: Prentice Hall."},{"issue":"3","key":"5281_CR43","doi-asserted-by":"crossref","first-page":"881","DOI":"10.2307\/2328797","volume":"45","author":"N. Jegadeesh","year":"1990","unstructured":"Jegadeesh, N. (1990). Evidence of predictable behavior of security returns. The Journal of Finance, 45(3), 881\u2013898.","journal-title":"The Journal of Finance"},{"key":"5281_CR44","first-page":"423","volume":"3","author":"A. Kalai","year":"2002","unstructured":"Kalai, A., & Vempala, S. (2002). Efficient algorithms for universal portfolios. Journal of Machine Learning Research, 3, 423\u2013440.","journal-title":"Journal of Machine Learning Research"},{"key":"5281_CR45","doi-asserted-by":"crossref","first-page":"917","DOI":"10.1002\/j.1538-7305.1956.tb03809.x","volume":"35","author":"J. Kelly","year":"1956","unstructured":"Kelly, J. (1956). A new interpretation of information rate. Bell Systems Technical Journal, 35, 917\u2013926.","journal-title":"Bell Systems Technical Journal"},{"key":"5281_CR46","first-page":"343","volume-title":"Neural networks in finance and investing","author":"T. Kimoto","year":"1993","unstructured":"Kimoto, T., Asakawa, K., Yoda, M., & Takeoka, M. (1993). Stock market prediction system with modular neural networks. In Neural networks in finance and investing (p. 343\u2013357)."},{"key":"5281_CR47","volume-title":"Proceedings of the annual conference on neural information processing systems","author":"J. Kivinen","year":"2001","unstructured":"Kivinen, J., Smola, A. J., & Williamson, R. C. (2001). Online learning with kernels. In Proceedings of the annual conference on neural information processing systems."},{"issue":"2","key":"5281_CR48","doi-asserted-by":"crossref","first-page":"144","DOI":"10.1086\/258157","volume":"67","author":"H. A. Latan\u00e9","year":"1959","unstructured":"Latan\u00e9, H. A. (1959). Criteria for choice among risky ventures. Journal of Political Economy, 67(2), 144\u2013155.","journal-title":"Journal of Political Economy"},{"issue":"4","key":"5281_CR49","doi-asserted-by":"crossref","first-page":"437","DOI":"10.1142\/S0218488508005364","volume":"16","author":"T. Levina","year":"2008","unstructured":"Levina, T., & Shafer, G. (2008). Portfolio selection and online learning. International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 16(4), 437\u2013473.","journal-title":"International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems"},{"key":"5281_CR50","volume-title":"Proceedings of the annual conference on neural information processing systems","author":"Y. Li","year":"1999","unstructured":"Li, Y., & Long, P. M. (1999). The relaxed online maximum margin algorithm. In Proceedings of the annual conference on neural information processing systems."},{"issue":"3","key":"5281_CR51","doi-asserted-by":"crossref","first-page":"1","DOI":"10.1145\/1961189.1961193","volume":"2","author":"B. Li","year":"2011","unstructured":"Li, B., Hoi, S. C. H., & Gopalkrishnan, V. (2011a). Corn: correlation-driven nonparametric learning approach for portfolio selection. ACM Transactions on Intelligent Systems and Technology, 2(3), 1\u201329. doi: 10.1145\/1961189.1961193","journal-title":"ACM Transactions on Intelligent Systems and Technology"},{"key":"5281_CR52","first-page":"434","volume-title":"Proceedings of the international conference on artificial intelligence and statistics","author":"B. Li","year":"2011","unstructured":"Li, B., Hoi, S. C. H., Zhao, P., & Gopalkrishnan, V. (2011b). Confidence weighted mean reversion strategy for on-line portfolio selection. In Proceedings of the international conference on artificial intelligence and statistics (pp.\u00a0434\u2013442)."},{"issue":"2","key":"5281_CR53","doi-asserted-by":"crossref","first-page":"175","DOI":"10.1093\/rfs\/3.2.175","volume":"3","author":"A. W. Lo","year":"1990","unstructured":"Lo, A. W., & MacKinlay, A. C. (1990). When are contrarian profits due to stock market overreaction? The Review of Financial Studies, 3(2), 175\u2013205.","journal-title":"The Review of Financial Studies"},{"key":"5281_CR54","doi-asserted-by":"crossref","first-page":"115","DOI":"10.1016\/j.dss.2009.02.001","volume":"47","author":"C.-J. Lu","year":"2009","unstructured":"Lu, C.-J., Lee, T.-S., & Chiu, C.-C. (2009). Financial time series forecasting using independent component analysis and support vector regression. Decision Support Systems, 47, 115\u2013125.","journal-title":"Decision Support Systems"},{"key":"5281_CR55","first-page":"99","volume":"10","author":"M. Magdon-Ismail","year":"2004","unstructured":"Magdon-Ismail, M., & Atiya, A. (2004). Maximum drawdown. Risk Magazine, 10, 99\u2013102.","journal-title":"Risk Magazine"},{"issue":"1","key":"5281_CR56","doi-asserted-by":"crossref","first-page":"77","DOI":"10.2307\/2975974","volume":"7","author":"H. Markowitz","year":"1952","unstructured":"Markowitz, H. (1952). Portfolio selection. The Journal of Finance, 7(1), 77\u201391.","journal-title":"The Journal of Finance"},{"key":"5281_CR57","volume-title":"Portfolio selection: efficient diversification of investments","author":"H. Markowitz","year":"1959","unstructured":"Markowitz, H. (1959). Portfolio selection: efficient diversification of investments. New York: Wiley."},{"key":"5281_CR58","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1007\/BF00938486","volume":"50","author":"C. Michelot","year":"1986","unstructured":"Michelot, C. (1986). A finite algorithm for finding the projection of a point onto the canonical simplex of \u211d n . Journal of Optimization Theory and Applications, 50, 195\u2013200.","journal-title":"Journal of Optimization Theory and Applications"},{"key":"5281_CR59","doi-asserted-by":"crossref","first-page":"441","DOI":"10.1002\/(SICI)1099-131X(1998090)17:5\/6<441::AID-FOR707>3.0.CO;2-#","volume":"17","author":"J. Moody","year":"1998","unstructured":"Moody, J., Wu, L., Liao, Y., & Saffell, M. (1998). Performance functions and reinforcement learning for trading systems and portfolios. Journal of Forecasting, 17, 441\u2013471.","journal-title":"Journal of Forecasting"},{"key":"5281_CR60","volume-title":"Proceedings of the annual conference on learning theory","author":"E. Ordentlich","year":"1996","unstructured":"Ordentlich, E., & Cover, T. M. (1996). On-line portfolio selection. In Proceedings of the annual conference on learning theory."},{"key":"5281_CR61","doi-asserted-by":"crossref","first-page":"63","DOI":"10.1524\/stnd.2007.25.1.63","volume":"25","author":"G. Ottucs\u00e1k","year":"2007","unstructured":"Ottucs\u00e1k, G., & Vajda, I. (2007). An asymptotic analysis of the mean-variance portfolio selection. Statistics & Decisions, 25, 63\u201388.","journal-title":"Statistics & Decisions"},{"issue":"1","key":"5281_CR62","doi-asserted-by":"crossref","first-page":"27","DOI":"10.1016\/0304-405X(88)90021-9","volume":"22","author":"J. M. Poterba","year":"1988","unstructured":"Poterba, J. M., & Summers, L. H. (1988). Mean reversion in stock prices: evidence and implications. Journal of Financial Economics, 22(1), 27\u201359.","journal-title":"Journal of Financial Economics"},{"key":"5281_CR63","doi-asserted-by":"crossref","first-page":"386","DOI":"10.1037\/h0042519","volume":"65","author":"F. Rosenblatt","year":"1958","unstructured":"Rosenblatt, F. (1958). The perceptron: a probabilistic model for information storage and organization in the brain. Psychological Review, 65, 386\u2013407.","journal-title":"Psychological Review"},{"key":"5281_CR64","doi-asserted-by":"crossref","first-page":"277","DOI":"10.1287\/mnsc.9.2.277","volume":"9","author":"W. F. Sharpe","year":"1963","unstructured":"Sharpe, W. F. (1963). A simplified model for portfolio analysis. Management Science, 9, 277\u2013293.","journal-title":"Management Science"},{"issue":"1","key":"5281_CR65","doi-asserted-by":"crossref","first-page":"49","DOI":"10.3905\/jpm.1994.409501","volume":"21","author":"W. F. Sharpe","year":"1994","unstructured":"Sharpe, W. F. (1994). The sharpe ratio. Journal of Portfolio Management, 21(1), 49\u201358.","journal-title":"Journal of Portfolio Management"},{"issue":"4","key":"5281_CR66","doi-asserted-by":"crossref","first-page":"488","DOI":"10.1142\/S0129065797000434","volume":"8","author":"Y. Singer","year":"1997","unstructured":"Singer, Y. (1997). Switching portfolios. International Journal of Neural Systems, 8(4), 488\u2013495.","journal-title":"International Journal of Neural Systems"},{"issue":"1\u20132","key":"5281_CR67","doi-asserted-by":"crossref","first-page":"125","DOI":"10.1007\/s10994-005-0465-4","volume":"59","author":"G. Stoltz","year":"2005","unstructured":"Stoltz, G., & Lugosi, G. (2005). Internal regret in on-line portfolio selection. Machine Learning, 59(1\u20132), 125\u2013159.","journal-title":"Machine Learning"},{"issue":"4","key":"5281_CR68","doi-asserted-by":"crossref","first-page":"309","DOI":"10.1016\/S0305-0483(01)00026-3","volume":"29","author":"F. E. H. Tay","year":"2001","unstructured":"Tay, F. E. H., & Cao, L. (2001). Application of support vector machines in financial time series forecasting. Omega, 29(4), 309\u2013317.","journal-title":"Omega"},{"key":"5281_CR69","doi-asserted-by":"crossref","first-page":"559","DOI":"10.1016\/S0167-9236(03)00087-3","volume":"37","author":"E. Tsang","year":"2004","unstructured":"Tsang, E., Yung, P., & Li, J. (2004). Eddie-automation, a decision support tool for financial forecasting. Decision Support Systems, 37, 559\u2013565.","journal-title":"Decision Support Systems"},{"key":"5281_CR70","first-page":"1587","volume":"12","author":"P. Zhao","year":"2011","unstructured":"Zhao, P., Hoi, S. C. H., & Jin, R. (2011). Double updating online learning. Journal of Machine Learning Research, 12, 1587\u20131615.","journal-title":"Journal of Machine Learning Research"}],"container-title":["Machine Learning"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10994-012-5281-z.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10994-012-5281-z\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10994-012-5281-z","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2021,12,30]],"date-time":"2021-12-30T02:47:38Z","timestamp":1640832458000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10994-012-5281-z"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2012,2,21]]},"references-count":70,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2012,5]]}},"alternative-id":["5281"],"URL":"https:\/\/doi.org\/10.1007\/s10994-012-5281-z","relation":{},"ISSN":["0885-6125","1573-0565"],"issn-type":[{"value":"0885-6125","type":"print"},{"value":"1573-0565","type":"electronic"}],"subject":[],"published":{"date-parts":[[2012,2,21]]}}}