conftrace_

universal portfolio

3 papers

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Co-occurring keywords

worst-case model (2) exp-concave loss (6) geometric brownian motion (2) worst-case optimization (14) portfolio selection (20) regret bound (1926) online algorithm (445) portfolio optimization (40) sequential investment (1) rebalanced portfolio (1)

Papers

On Universal Portfolios with Continuous Side Information AISTATS 2023
On Stochastic and Worst-case Models for Investing NIPS 2009
Efficient Algorithms for Universal Portfolios JMLR 2002