conftrace_

online portfolio

2 papers

Explore in graph

Co-occurring keywords · papers mentioning both

portfolio optimization (2) weight reversion (1) online passive aggressive (1) reversion strategy (1) vector auto-regressive (1) passive-aggressive learning (1) vector autoregression (1) regret bound (1) online mirror descent (1) portfolio selection (1)

Papers

Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection IJCAI 2020 Efficient Online Portfolio with Logarithmic Regret NeurIPS 2018