Regret Bounds for Online Portfolio Selection with a Cardinality Constraint.

Mon, 01 Jan 2018 00:00:00 +0100

Shinji Ito, Daisuke Hatano, Hanna Sumita, Akihiro Yabe, Takuro Fukunaga, Naonori Kakimura, Ken-ichi Kawarabayashi:
Regret Bounds for Online Portfolio Selection with a Cardinality Constraint. NeurIPS 2018: 10611-10620