@misc{li2012line,
  title={On-Line Portfolio Selection with Moving Average Reversion},
  author={Bin Li and Steven C. H. Hoi},
  year={2012},
  eprint={1206.4626},
  archivePrefix={arXiv},
  primaryClass={cs.CE},
  url={https://arxiv.org/abs/1206.4626}
}