Damped Online Newton Step for Portfolio Selection

15 February 2022

Papers citing "Damped Online Newton Step for Portfolio Selection"

9 / 9 papers shown

Title
Online Convex Optimization with a Separation Oracle Zakaria Mhammedi 79 1 0 03 Oct 2024
Fully Unconstrained Online Learning Ashok Cutkosky Zakaria Mhammedi CLL 74 2 0 30 May 2024
Gambling-Based Confidence Sequences for Bounded Random Vectors J. Jon Ryu G. Wornell 84 3 0 06 Feb 2024
Projection-Free Online Convex Optimization via Efficient Newton Iterations Khashayar Gatmiry Zakaria Mhammedi 87 4 0 19 Jun 2023
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness C. Tsai Ying-Ting Lin Yen-Huan Li 56 5 0 23 May 2023
Quasi-Newton Steps for Efficient Online Exp-Concave Optimization Zakaria Mhammedi Khashayar Gatmiry 57 7 0 02 Nov 2022
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States C. Tsai Hao-Chung Cheng Yen-Huan Li 76 9 0 03 Oct 2022
Optimal Comparator Adaptive Online Learning with Switching Cost Zhiyu Zhang Ashok Cutkosky I. Paschalidis 65 4 0 13 May 2022
Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States Julian Zimmert Naman Agarwal Satyen Kale 58 19 0 06 Feb 2022