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1
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Universal linear prediction by model order weighting
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Andrew C. Singer and M. Feder, "Universal linear prediction by model order weighting," IEEE Transactions on Signal Processing, vol. 47, no. 10, pp. 2685-2699, October 1999.
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Switching strategies for sequential decision problems with multiplicative loss with application to portfolios
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S. S. Kozat and Andrew C. Singer, "Switching strategies for sequential decision problems with multiplicative loss with application to portfolios," IEEE Transactions on Signal Processing, vol. 57, no. 6, pp. 2192-2208, June 2009.
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Kozat, S.S.1
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Universal piece-wise linear prediction via context trees
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July
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S. S. Kozat, A. C. Singer, and G. C. Zeitler, "Universal piece-wise linear prediction via context trees," IEEE Transactions on Signal Processing, vol. 55, no. 7, pp. 3730-3745, July 2007.
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Universal portfolios via context trees
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S. S. Kozat, Andrew C. Singer, and Andrew J. Bean, "Universal portfolios via context trees," in IEEE International Conference on Acoustics, Speech and Signal Processing, 2008, pp. 2093-2096.
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Kozat, S.S.1
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5
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Universal switching portfolios under transaction costs
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S. S. Kozat and Andrew C. Singer, "Universal switching portfolios under transaction costs," in IEEE International Conference on Acoustics, Speech and Signal Processing, 2008, pp. 5404-5407.
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Kozat, S.S.1
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7
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Universal portfolios with and without transaction costs
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Avrim Blum and Adam Kalai, "Universal portfolios with and without transaction costs," Machine Learning, vol. 35, no. 3, pp. 193-205, June 1999.
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8
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Algorithms for portfolio management based on the newton method
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Amit Agarwal, Elad Hazan, Satyen Kale, and Robert E. Schapire, "Algorithms for portfolio management based on the newton method," in Proceedings of the 23rd International Conference on Machine Learning, 2006, pp. 9-16.
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Agarwal, A.1
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9
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Portfolio selection
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Universal portfolios
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January
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Thomas M. Cover, "Universal portfolios," Mathematical Finance, vol. 1, no. 1, pp. 1-29, January 1991.
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Cover, T.M.1
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11
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0032328106
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Online portfolio selection using multiplicative updates
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October
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David P. Helmbold, Robert E. Schapire, Yoram Singer, and Manfred K. Warmuth, "Online portfolio selection using multiplicative updates," Mathematical Finance, vol. 8, no. 4, pp. 325-347, October 1998.
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12
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Universal prediction of individual sequences
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July
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M. Feder, N. Merhav, and M. Gutman, "Universal prediction of individual sequences," IEEE Transactions on Information Theory, vol. 38, no. 4, pp. 1258-1270, July 1992.
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The weighted majority algorithm
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February
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N. Littlestone and Manfred K. Warmuth, "The weighted majority algorithm," Information and Computation, vol. 108, no. 2, pp. 212-261, February 1994.
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Littlestone, N.1
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14
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Universal portfolios with side information
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March
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Thomas M. Cover and Erik Ordentlich, "Universal portfolios with side information," IEEE Transactions on Information Theory, vol. 42, no. 2, pp. 348-363, March 1996.
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Cover, T.M.1
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15
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0001601975
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Game theoretic optimal portfolios
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June
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Robert Bell and Thomas M. Cover, "Game theoretic optimal portfolios," Management Science, vol. 34, no. 6, pp. 724-733, June 1988.
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(1988)
Management Science
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Bell, R.1
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16
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0002476325
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Regret in the on-line decision problem
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October
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Dean P. Foster and Rakesh Vohra, "Regret in the on-line decision problem," Games and Economic Behavior, vol. 29, no. 1-2, pp. 7-35, October 1999.
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Foster, D.P.1
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Factor graphs and the sum-product algorithm
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February
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Frank R. Kschischang, Brendan J. Frey, and Hans-Andrea Loeliger, "Factor graphs and the sum-product algorithm," IEEE Transactions on Information Theory, vol. 47, no. 2, pp. 498-519, February 2001.
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Kschischang, F.R.1
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