Internal regret in on-line portfolio selection

Machine Learning

Volumn 59, Issue 1-2, 2005, Pages 125-159

  Stoltz, Gilles ^a   Lugosi, Gábor ^b  

^a ECOLE NORMALE SUPÉRIEURE   (France)

^b UNIVERSITAT POMPEU FABRA   (Spain)

Author keywords

EG strategy; Individual sequences; Internal regret; On line investment; Universal Portfolio

Indexed keywords

ALGORITHMS; DATA REDUCTION; EXPERT SYSTEMS; INVESTMENTS; PROBLEM SOLVING; STABILITY;

EG STRATEGY; INDIVIDUAL SEQUENCES; INTERNAL REGRET; ON-LINE INVESTMENT; UNIVERSAL PORTFOLIO;

GAME THEORY;

EID: 21244487467     PISSN: 08856125     EISSN: 15730565     Source Type: Journal    
DOI: 10.1007/s10994-005-0465-4     Document Type: Article

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