@inproceedings{pamrpassiveaggressivemeanreversion, title = {PAMR: Passive aggressive mean reversion strategy for portfolio selection}, author = {Bin Li and Peilin Zhao and Steven C. H. Hoi}, year = {2012}, booktitle = {Machine Learning 2012 2}, url = {https://link.springer.com/content/pdf/10.1007/s10994-012-5281-z.pdf}, }