Paper Citation Record · LEDGER

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection

As of 23 August 2026, this Paper Citation Record lists 41 of 41 outbound references and 0 inbound Pith citation observations for arXiv:2505.03659.

A citation records a reference. It does not transfer a finding from one paper to another.

pith.paper-citation-record.v1
2505.03659 v2

Coverage vector

measured 41 of 41 reference resolution

Typed states for the displayed outbound observations.

Source: paper_references, paper_reference_links, observed 2026-08-15T23:54:10.530587Z

measured 41 of 41 standing notices

One-hop event checks from named stored sources.

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measured 0 of 0 inbound itemization

Pith citing papers itemized under the disclosed page cap.

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measured 0 of 1 external citation measurements

A source-named dated measurement, never combined with another source.

Source: cited_works

Reference resolution

41 of 41 outbound references displayed

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External citation measurements

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Outbound references

Observation 4a37d4e1-4621-4b65-8576-d8ed2e94372e · outbound

This paper cites Schapire.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Schapire

Reference 1

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Observation 83c66f7b-b725-4ecf-b58e-ad260c935ce8 · outbound

This paper cites Fast universal- ization of investment strategies.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Fast universal- ization of investment strategies

Reference 2

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.083342Z

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Observation a8729c21-a8a1-4f77-98f3-b320085731d6 · outbound

This paper cites Deep learning in stock portfolio selection and predic- tions.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Deep learning in stock portfolio selection and predic- tions

Reference 3

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.072132Z

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Observation 28352716-e7fa-4085-b208-1feb5f80c409 · outbound

This paper cites Can we learn to beat the best stock.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Can we learn to beat the best stock

Reference 4

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.059822Z

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Observation ee040bac-8589-472e-aaec-6a78aaed0463 · outbound

This paper cites A portfolio construction framework using lstm-based stock markets forecasting.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection A portfolio construction framework using lstm-based stock markets forecasting

Reference 5

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.048113Z

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Observation f249e781-9008-4f76-94e5-46a5ff318171 · outbound

This paper cites Portfolio selection with trans- action costs.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Portfolio selection with trans- action costs

Reference 6

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.035091Z

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Observation ebc0f450-e81d-4a6a-8655-08253f34a525 · outbound

This paper cites Model-agnostic meta- learning for fast adaptation of deep networks.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Model-agnostic meta- learning for fast adaptation of deep networks

Reference 7

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.023750Z

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Observation 99f16fd0-26fb-41e3-bd67-25cb5409ca57 · outbound

This paper cites Weighted moving average passive aggressive algorithm for online portfolio selection.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Weighted moving average passive aggressive algorithm for online portfolio selection

Reference 8

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:11.012237Z

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Observation c3c2851b-1d59-4244-b350-7d40e3cd1782 · outbound

This paper cites Seeger, and C´ edric Archambeau.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Seeger, and C´ edric Archambeau

Reference 9

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.999339Z

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Observation 1cfd924f-3af5-4773-a4b8-14f95b69f19b · outbound

This paper cites Application of fea- tures and neural network to enhance the performance of deep reinforce- ment learning in portfolio management.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Application of fea- tures and neural network to enhance the performance of deep reinforce- ment learning in portfolio management

Reference 10

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.987469Z

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Observation 1be3c099-b2e0-40f2-88ea-0cc3842d1e8c · outbound

This paper cites Fok, and Wai-Ki Ching.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Fok, and Wai-Ki Ching

Reference 11

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.974969Z

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Observation 383132de-2d06-418a-a359-99e0954d13e3 · outbound

This paper cites Nonparametric kernel- based sequential investment strategies.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Nonparametric kernel- based sequential investment strategies

Reference 12

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.962654Z

Source-reported events for the cited work

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Observation 844b79d5-5ea6-4c3b-8312-c09ff2b3e052 · outbound

This paper cites Evolutionary meta reinforcement learning for portfolio opti- mization.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Evolutionary meta reinforcement learning for portfolio opti- mization

Reference 13

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.951352Z

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Observation 4dfc552c-34f8-4f80-913c-d2420a085eff · outbound

This paper cites Seshadhri.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Seshadhri

Reference 14

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Observation 0622ff34-0564-4971-94fb-c1690b46a283 · outbound

This paper cites Helmbold, Robert E.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Helmbold, Robert E

Reference 15

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Observation f6f2333a-4027-455c-a80a-2ee3edb8afcd · outbound

This paper cites Meta-learning in neural networks: A survey.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Meta-learning in neural networks: A survey

Reference 16

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Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Unresolved cited work

Reference 17

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Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Unresolved cited work

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This paper cites Threshold-based portfolio: The role of the threshold and its applications.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Threshold-based portfolio: The role of the threshold and its applications

Reference 19

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Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Unresolved cited work

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Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Unresolved cited work

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This paper cites Transaction cost optimization for online portfolio selection.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Transaction cost optimization for online portfolio selection

Reference 25

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Observation d5b2754d-3c78-4243-8a74-adf8be6315e7 · outbound

This paper cites Meta learning for task- driven video summarization.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Meta learning for task- driven video summarization

Reference 26

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Observation bb2de9ef-aee7-41db-8971-950f6655a4b7 · outbound

This paper cites Online portfolio selection of integrating expert strategies based on mean reversion and trading volume.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Online portfolio selection of integrating expert strategies based on mean reversion and trading volume

Reference 27

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.766820Z

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Observation d32b54df-4955-4219-ade7-c19b973a5b35 · outbound

This paper cites Large-scale time series forecasting with meta-learning.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Large-scale time series forecasting with meta-learning

Reference 28

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Observation 11241690-870c-4069-89b5-bdb98970393f · outbound

This paper cites Portfolio optimization with return prediction using deep learning and machine learning.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Portfolio optimization with return prediction using deep learning and machine learning

Reference 29

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.739569Z

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Observation 880d0fea-f111-488e-b581-7bb5e4e77db5 · outbound

This paper cites Portfolio selection with transactions costs.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Portfolio selection with transactions costs

Reference 30

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Observation 709b419e-0991-4830-b745-5c6b20710776 · outbound

This paper cites Portfolio optimization with prediction-based return using long short- term memory neural networks: Testing on upward and downward euro- pean markets.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Portfolio optimization with prediction-based return using long short- term memory neural networks: Testing on upward and downward euro- pean markets

Reference 31

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.714989Z

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Observation 58583ab4-5821-4c03-b65b-e8b6dd0348b6 · outbound

This paper cites Metatrader: An reinforcement learn- ing approach integrating diverse policies for portfolio optimization.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Metatrader: An reinforcement learn- ing approach integrating diverse policies for portfolio optimization

Reference 32

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.701368Z

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Observation dd694de9-f279-4c15-89b0-c5c59e5b59ac · outbound

This paper cites Lstm-based deep learning model for stock prediction and predictive optimization model.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Lstm-based deep learning model for stock prediction and predictive optimization model

Reference 33

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.687556Z

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Observation a7b77060-9650-449c-8e61-77a42633f924 · outbound

This paper cites Meta-weight-net: Learning an explicit mapping for sample weighting.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Meta-weight-net: Learning an explicit mapping for sample weighting

Reference 34

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This paper cites Meta-learning of evolutionary strategy for stock trading.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Meta-learning of evolutionary strategy for stock trading

Reference 35

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.657809Z

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This paper cites Thomas, A.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Thomas, A

Reference 36

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.642456Z

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Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Unresolved cited work

Reference 37

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Observation 3aaa3a3b-ec2e-4f4a-9fe5-8c9ebcdc8b8e · outbound

This paper cites A perspective view and survey of meta-learning.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection A perspective view and survey of meta-learning

Reference 38

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.612796Z

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Observation f7ffd6f3-4b88-4e40-8019-8dd584c74dce · outbound

This paper cites Learning Deep Time-index Models for Time Series Forecasting.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Learning Deep Time-index Models for Time Series Forecasting

Reference 39

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This paper cites Ag- gregating closing position experts for online portfolio selection.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection Ag- gregating closing position experts for online portfolio selection

Reference 40

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.598495Z

Source-reported events for the cited work

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Observation 519ba102-644d-4bc7-b2e4-6e25d64801f2 · outbound

This paper cites A uni- versal end-to-end approach to portfolio optimization via deep learning, 2021.

Meta-Learning the Optimal Mixture of Strategies for Online Portfolio Selection A uni- versal end-to-end approach to portfolio optimization via deep learning, 2021

Reference 41

Resolution: verified fuzzy; raw_fallback, observed 2026-08-15T23:54:10.582291Z

Source-reported events for the cited work

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