Internal Regret in On-Line Portfolio Selection
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
http://link.springer.com/content/pdf/10.1007/s10994-005-0465-4.pdf
Reference22 articles.
1. Auer, P., Cesa-Bianchi, N., & Gentile, C. (2002). Adaptive and self-confident on-line learning algorithms. Journal of Computer and System Sciences, 64, 48–75.
2. Blackwell, D. (1956). An analog of the minimax theorem for vector payoffs. Pacific Journal of Mathematics, 6, 1–8.
3. Blum, A. & Kalai, A. (1999). Universal portfolios with and without transaction costs. Machine Learning, 35, 193–205.
4. Blum, A. & Mansour, Y. (2004). From external to internal regret. Manuscript.
5. Borodin, A., El-Yaniv, R., & Gogan, V. (2000). On the competitive theory and practice of portfolio selection (extended abstract). Proc. of the 4th Latin American Symposium on Theoretical Informatics (LATIN’00) (pp. 173–196). Uruguay: Punta del Este.
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