Kavli Affiliate: Jia Liu | First 5 Authors: Jiayu Shen, Jia Liu, Zhiping Chen, , | Summary: This paper presents an innovative online portfolio selection model, situated within a meta-learning framework, that leverages a mixture policies strategy. The core idea is to simulate a fund that employs multiple fund managers, each skilled in handling different […]
Continue.. Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection