广泛的基线

名称

来源

期刊/会议

Classic OLPS: Benchmark baseline

Market

Best

UCRP

Kelly 1956; Cover 1991

The Bell System Technical Journal; Mathematical Finance

BCRP

Cover 1991

Mathematical Finance

Classic OLPS: Follow-the-winner

UP

Cover 1991

Mathematical Finance

EG

Helmbold et al. 1998

Mathematical Finance

SCRP

Gaivoronski and Stella 2000

Annals of Operations Research

PPT

Lai et al. 2018

IEEE Transactions on Neural Networks and Learning Systems

SSPO

Lai et al. 2018

The Journal of Machine Learning Research

Classic OLPS: Follow-the-loser

ANTI1

Borodin et al. 2004

Advances in Neural Information Processing Systems

ANTI2

Borodin et al. 2004

Advances in Neural Information Processing Systems

PAMR

Li et al. 2012

Machine Learning

CWMR-Var

Li et al. 2013

ACM Transactions on Knowledge Discovery from Data

CWMR-Stdev

Li et al. 2013

ACM Transactions on Knowledge Discovery from Data

OLMAR-S

Li et al. 2015

Artificial Intelligence

OLMAR-E

Li et al. 2015

Artificial Intelligence

RMR

Huang et al. 2016

IEEE Transactions on Knowledge and Data Engineering

RPRT

Lai et al. 2020

IEEE Transactions on Systems, Man, and Cybernetics: Systems

Classic OLPS: Pattern-matching

AICTR

Lai et al. 2018

IEEE Transactions on Neural Networks and Learning Systems

KTPT

Lai et al. 2018

Data Mining and Knowledge Discovery

Classic OLPS: Meta-learning

SP

Singer 1997

International Journal of Neural Systems

ONS

Agarwal et al. 2006

International Conference on Machine Learning

GRW

Levina and Shafer 2008

International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems

WAAS

Zhang and Yang 2017

Computational Economics

CW-OGD

Zhang et al. 2021

Knowledge-Based Systems