205 search results - page 3 / 41 » Efficient Algorithms for Universal Portfolios |
ICML
2006
IEEE
15 years 10 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...
CORR
2008
Springer
14 years 9 months ago
2008
Springer
This paper introduces a new algorithm for solving a subclass of quantified constraint satisfaction problems (QCSP) where existential quantifiers precede universally quantified ine...
DCC
2005
IEEE
15 years 9 months ago
2005
IEEE
Inspired by the combinatorial denoising method DUDE [13], we present efficient algorithms for implementing this idea for arbitrary contexts or for using it within subsequences. We...
JCSS
2007
14 years 9 months ago
2007
The financial services industry today produces and consumes huge amounts of data and the processes involved in analysing these data are equally huge especially in terms of their c...
ICML
2009
IEEE
15 years 10 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...