Internal regret in on-line portfolio selection

DOI10.1007/s10994-005-0465-4zbMath1471.91514OpenAlexW1963858753MaRDI QIDQ5921688

Gábor Lugosi, Gilles Stoltz

Publication date: 7 November 2005

Published in: Machine Learning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10994-005-0465-4

zbMATH Keywords

universal portfoliointernal regretEG strategyindividual sequenceson-line investment

Mathematics Subject Classification ID

Applications of game theory (91A80) Portfolio theory (91G10)

Related Items (1)

No-regret algorithms in on-line learning, games and convex optimization

Cites Work

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