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Risk-Sensitive Online Learning
9 references·2 citing·38 second hop
Risk-Sensitive Online Learning (2006)Risk-Sensitive Online LearningOnline Variance Minimization (2006)Online Variance MinimizationAlgorithms for portfolio management based on the Newton method (2006)Algorithms for portfolio mana…Improved Second-Order Bounds for Prediction with Expert Advice (2005)Improved Second-Order Bounds …Can We Learn to Beat the Best Stock (2004)Can We Learn to Beat the Best…Adaptive Game Playing Using Multiplicative Weights (1999)Adaptive Game Playing Using M…On‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…How to use expert advice (1997)How to use expert adviceMutual Fund Performance (1966)Mutual Fund PerformancePortfolio Selection (1952)Portfolio SelectionThompson Sampling Algorithms for Mean-Variance Bandits (2020)Thompson Sampling Algorithms …Mean-variance and value at risk in multi-armed bandit problems (2015)Mean-variance and value at ri…A Game of Prediction with Expert Advice (1998)“Options, Futures, and Other Derivatives” (2016)A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem (2017)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)The Nonstochastic Multiarmed Bandit Problem (2002)Prediction, Learning, and Games (2006)Algorithm portfolio selection as a bandit problem with unbounded losses (2011)Online variance minimization (2011)Contributions to the theory of games. (1960)The Asymptotic Theory of Extreme Order Statistics (1990)Tracking the Best Expert (1998)Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)Efficient algorithms for online decision problems (2004)CORN (2011)PAMR: Passive aggressive mean reversion strategy for portfolio selection (2012)Moving average reversion strategy for on-line portfolio selection (2015)Contributions to the Theory of Games (1952)Theory of Games and Statistical Decisions. (1955)A General Class of Adaptive Strategies (2001)Nearly Tight Bounds for the Continuum-Armed Bandit Problem (2004)Stochastic Approximations and Differential Inclusions (2005)Portfolio Selection: Efficient Diversification of Investments (1959)Portfolio Selection: Efficient Diversification of Investments. (1962)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Online portfolio selection (2014)Universal Portfolios (1991)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Robust Risk-Averse Stochastic Multi-armed Bandits (2013)The computational power of optimization in online learning (2016)Analysis of Thompson Sampling for the multi-armed bandit problem (2011)Bandits With Heavy Tail (2013)Risk-Aversion in Multi-armed Bandits (2013)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Conditional value-at-risk for general loss distributions (2002)The Capital Asset Pricing Model: Theory and Evidence (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Efficient Capital Markets: II (1991)
this work references cited by second hop

References

  • 1952Portfolio Selection4,609 cited
  • 1966Mutual Fund Performance3,932 cited
  • 1997How to use expert advice631 cited
  • 1999Adaptive Game Playing Using Multiplicative Weights516 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 2004Can We Learn to Beat the Best Stock246 cited
  • 2006Algorithms for portfolio management based on the Newton method239 cited
  • 2006Online Variance Minimization47 cited
  • 2005Improved Second-Order Bounds for Prediction with Expert Advice36 cited

Cited by

  • 2020Thompson Sampling Algorithms for Mean-Variance Bandits30 cited
  • 2015Mean-variance and value at risk in multi-armed bandit problems29 cited

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