conftrace_

online portfolio selection

4 papers

Explore in graph

Co-occurring keywords

regret bound (1926) cardinality constraint (71) online learning (1777) mean reversion (2) confidence weighted (2) log barrier regularizer (1) transaction cost (1) portfolio optimization (40) gaussian distribution (127) contextual bandit (381)

Papers

Open Problem: Fast and Optimal Online Portfolio Selection COLT 2020
Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit IJCAI 2020
Regret Bounds for Online Portfolio Selection with a Cardinality Constraint NIPS 2018
Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection AISTATS 2011