Reversion strategy for online portfolio selection with transaction costs. - Xingyu Yang; Huaping Li; Yong Zhang 038; Jin'an He (Int. J. Appl. Decis. Sci., 2018)

Aggregating expert advice strategy for online portfolio selection with side information. - Xingyu Yang; Jin'an He; Jiayi Xian; Hong Lin; Yong Zhang 038 (Soft Comput., 2020)

Aggregating exponential gradient expert advice for online portfolio selection. - Xingyu Yang; Jin'an He; Yong Zhang (J. Oper. Res. Soc., 2022)

Risk-adjusted exponential gradient strategies for online portfolio selection. - Jin'an He; Fangping Peng; Xiuying Xie (J. Comb. Optim., 2024)