2 search results - page 1 / 1 » Internal Regret in On-Line Portfolio Selection |
COLT
2003
Springer
13 years 10 months ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...
ICML
2009
IEEE
14 years 5 months ago
2009
IEEE
We study online learning in an oblivious changing environment. The standard measure of regret bounds the difference between the cost of the online learner and the best decision in...