{"id":"https://openalex.org/W2946136962","doi":"https://doi.org/10.1007/s00500-019-04039-7","title":"Aggregating expert advice strategy for online portfolio selection with side information","display_name":"Aggregating expert advice strategy for online portfolio selection with side information","publication_year":2019,"publication_date":"2019-05-21","ids":{"openalex":"https://openalex.org/W2946136962","doi":"https://doi.org/10.1007/s00500-019-04039-7","mag":"2946136962"},"language":"en","primary_location":{"id":"doi:10.1007/s00500-019-04039-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04039-7","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5101722901","display_name":"Xingyu Yang","orcid":"https://orcid.org/0000-0001-9510-3202"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Xingyu Yang","raw_affiliation_strings":["School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139024713"]},{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5080160543","display_name":"Jin\u2019an He","orcid":"https://orcid.org/0000-0002-1980-2711"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jin\u2019an He","raw_affiliation_strings":["School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139024713"]},{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5057500209","display_name":"Jiayi Xian","orcid":null},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Jiayi Xian","raw_affiliation_strings":["School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139024713"]},{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5017261731","display_name":"Honghuang Lin","orcid":"https://orcid.org/0000-0003-3043-3942"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Hong Lin","raw_affiliation_strings":["School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139024713"]},{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China","institution_ids":["https://openalex.org/I139024713"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5100419723","display_name":"Yong Zhang","orcid":"https://orcid.org/0000-0001-7023-0926"},"institutions":[{"id":"https://openalex.org/I139024713","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80","country_code":"CN","type":"education","lineage":["https://openalex.org/I139024713"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Yong Zhang","raw_affiliation_strings":["School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China"],"raw_orcid":"https://orcid.org/0000-0001-7023-0926","affiliations":[{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People\u2019s Republic of China","institution_ids":["https://openalex.org/I139024713"]},{"raw_affiliation_string":"School of Management, Guangdong University of Technology, Guangzhou, 510520, Guangdong, People's Republic of China","institution_ids":["https://openalex.org/I139024713"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":5,"corresponding_author_ids":["https://openalex.org/A5101722901"],"corresponding_institution_ids":["https://openalex.org/I139024713"],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":0.8249,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.76471104,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":97},"biblio":{"volume":"24","issue":"3","first_page":"2067","last_page":"2081"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.998199999332428,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.973800003528595,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.813660740852356},{"id":"https://openalex.org/keywords/benchmark","display_name":"Benchmark (surveying)","score":0.6608783006668091},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.6377784013748169},{"id":"https://openalex.org/keywords/portfolio-optimization","display_name":"Portfolio optimization","score":0.6242431998252869},{"id":"https://openalex.org/keywords/exploit","display_name":"Exploit","score":0.570205569267273},{"id":"https://openalex.org/keywords/asset","display_name":"Asset (computer security)","score":0.5322997570037842},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.47990095615386963},{"id":"https://openalex.org/keywords/application-portfolio-management","display_name":"Application portfolio management","score":0.42609187960624695},{"id":"https://openalex.org/keywords/constant","display_name":"Constant (computer programming)","score":0.4229111969470978},{"id":"https://openalex.org/keywords/financial-market","display_name":"Financial market","score":0.4213520884513855},{"id":"https://openalex.org/keywords/project-portfolio-management","display_name":"Project portfolio management","score":0.40279239416122437},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.3364078998565674},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.2777816653251648},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2570725083351135},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.1833847165107727},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15105459094047546}],"concepts":[{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.813660740852356},{"id":"https://openalex.org/C185798385","wikidata":"https://www.wikidata.org/wiki/Q1161707","display_name":"Benchmark (surveying)","level":2,"score":0.6608783006668091},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.6377784013748169},{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6242431998252869},{"id":"https://openalex.org/C165696696","wikidata":"https://www.wikidata.org/wiki/Q11287","display_name":"Exploit","level":2,"score":0.570205569267273},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5322997570037842},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.47990095615386963},{"id":"https://openalex.org/C73938075","wikidata":"https://www.wikidata.org/wiki/Q2858767","display_name":"Application portfolio management","level":4,"score":0.42609187960624695},{"id":"https://openalex.org/C2777027219","wikidata":"https://www.wikidata.org/wiki/Q1284190","display_name":"Constant (computer programming)","level":2,"score":0.4229111969470978},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4213520884513855},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.40279239416122437},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.3364078998565674},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.2777816653251648},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2570725083351135},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.1833847165107727},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15105459094047546},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C199360897","wikidata":"https://www.wikidata.org/wiki/Q9143","display_name":"Programming language","level":1,"score":0.0},{"id":"https://openalex.org/C205649164","wikidata":"https://www.wikidata.org/wiki/Q1071","display_name":"Geography","level":0,"score":0.0},{"id":"https://openalex.org/C13280743","wikidata":"https://www.wikidata.org/wiki/Q131089","display_name":"Geodesy","level":1,"score":0.0},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s00500-019-04039-7","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s00500-019-04039-7","pdf_url":null,"source":{"id":"https://openalex.org/S65753830","display_name":"Soft Computing","issn_l":"1432-7643","issn":["1432-7643","1433-7479"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Soft Computing","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[{"id":"https://openalex.org/G3328182204","display_name":null,"funder_award_id":"71301029","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"},{"id":"https://openalex.org/G4006079735","display_name":null,"funder_award_id":"71501049","funder_id":"https://openalex.org/F4320321001","funder_display_name":"National Natural Science Foundation of China"}],"funders":[{"id":"https://openalex.org/F4320321001","display_name":"National Natural Science Foundation of China","ror":"https://ror.org/01h0zpd94"},{"id":"https://openalex.org/F4320325030","display_name":"Guangdong University of Technology","ror":"https://ror.org/04azbjn80"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":30,"referenced_works":["https://openalex.org/W1495697585","https://openalex.org/W1515598477","https://openalex.org/W1540619019","https://openalex.org/W1946848043","https://openalex.org/W1964964840","https://openalex.org/W1965614560","https://openalex.org/W1967494481","https://openalex.org/W1973146909","https://openalex.org/W1995236272","https://openalex.org/W2010383527","https://openalex.org/W2038708756","https://openalex.org/W2057647905","https://openalex.org/W2059590802","https://openalex.org/W2062304205","https://openalex.org/W2072620192","https://openalex.org/W2084633362","https://openalex.org/W2084779967","https://openalex.org/W2106052345","https://openalex.org/W2120499560","https://openalex.org/W2346153109","https://openalex.org/W2398342468","https://openalex.org/W2601008217","https://openalex.org/W2744311463","https://openalex.org/W2746758043","https://openalex.org/W2752828508","https://openalex.org/W2809119175","https://openalex.org/W2950932906","https://openalex.org/W3015581296","https://openalex.org/W4231450980","https://openalex.org/W4237883889"],"related_works":["https://openalex.org/W4290722873","https://openalex.org/W2949815404","https://openalex.org/W2599993184","https://openalex.org/W2895421876","https://openalex.org/W876197708","https://openalex.org/W1490755341","https://openalex.org/W4313152572","https://openalex.org/W376065488","https://openalex.org/W246615986","https://openalex.org/W2348779065"],"abstract_inverted_index":null,"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":3},{"year":2023,"cited_by_count":2},{"year":2021,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
