conftrace_

online portfolio selection

6 papers

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Co-occurring keywords · papers mentioning both

regret bound (4) online learning (4) cardinality constraint (2) confidence weighted (1) log barrier (1) quantum state (1) log barrier regularizer (1) transaction cost (1) log-barrier regularization (1) bob-ops (1)

Papers

Data Dependent Regret Bounds for Online Portfolio Selection with Predicted Returns ALT 2025 Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States COLT 2022 Online Portfolio Selection with Cardinality Constraint and Transaction Costs based on Contextual Bandit IJCAI 2020 Open Problem: Fast and Optimal Online Portfolio Selection COLT 2020 Regret Bounds for Online Portfolio Selection with a Cardinality Constraint NeurIPS 2018 Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection AISTATS 2011