3 search results - page 1 / 1 » Learning, regret minimization and option pricing |
TARK
2007
Springer
13 years 10 months ago
2007
Springer
We relate regret minimization to various online learning tasks, and most notable option pricing.
STOC
2006
ACM
14 years 4 months ago
2006
ACM
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
ICML
2007
IEEE
14 years 5 months ago
2007
IEEE
In this paper, we present an information-theoretic approach to learning a Mahalanobis distance function. We formulate the problem as that of minimizing the differential relative e...