621 search results - page 1 / 125 » Algorithms for portfolio management based on the Newton meth... |
ICML
2006
IEEE
14 years 5 months ago
2006
IEEE
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
GECCO
2010
Springer
13 years 1 months ago
2010
Springer
Large software companies have to plan their project portfolio to maximize potential portfolio return and strategic alignment, while balancing various preferences, and considering ...
COLT
2006
Springer
13 years 8 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...
SIAMSC
2011
12 years 11 months ago
2011
The classical inexact Newton algorithm is an efficient and popular technique for solving large sparse nonlinear system of equations. When the nonlinearities in the system are wellb...
ECCC
2006
13 years 4 months ago
2006
We introduce a new algorithm and a new analysis technique that is applicable to a variety of online optimization scenarios, including regret minimization for Lipschitz regret func...