Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness

23 May 2023

Papers citing "Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness"

5 / 5 papers shown

Title
Hybrid Real- and Complex-valued Neural Network Architecture Alex Young L. V. Fiorio Bo Yang B. Karanov Wim J. van Houtum Ronald M. Aarts 31 0 0 04 Apr 2025
Gambling-Based Confidence Sequences for Bounded Random Vectors Jeonghun Ryu G. Wornell 26 3 0 06 Feb 2024
Fast Minimization of Expected Logarithmic Loss via Stochastic Dual Averaging C. Tsai Hao-Chung Cheng Yen-Huan Li 25 0 0 05 Nov 2023
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 38 8 0 03 Oct 2022
Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States Julian Zimmert Naman Agarwal Satyen Kale 24 17 0 06 Feb 2022