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ICML
2006
IEEE
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Machine Learning
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ICML 2006
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Algorithms for portfolio management based on the Newton method
16 years 3 months ago
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www.cs.princeton.edu
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...
Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. S...
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