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Universal portfolio selection
6 references·6 citing·37 second hop
Universal portfolio selection (1998)Universal portfolio selectionTracking the Best Expert (1998)Tracking the Best ExpertOn‐Line Portfolio Selection Using Multiplicative Updates (1998)On‐Line Portfolio Selection U…A Game of Prediction with Expert Advice (1998)A Game of Prediction with Exp…Universal portfolios with and without transaction costs (1997)Universal portfolios with and…Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Exponentiated Gradient versus…Universal portfolios with side information (1996)Universal portfolios with sid…Adaptive online portfolio selection with transaction costs (2021)Adaptive online portfolio sel…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…Automated trading with boosting and expert weighting (2009)Automated trading with boosti…Online trading algorithms and robust option pricing (2006)Online trading algorithms and…Derandomizing Stochastic Prediction Strategies (1999)Derandomizing Stochastic Pred…Derandomizing stochastic prediction strategies (1997)Derandomizing stochastic pred…Can We Learn to Beat the Best Stock (2004)“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)How to use expert advice (1997)On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)Online portfolio selection (2014)Portfolio Selection with Transaction Costs (1990)Efficient algorithms for universal portfolios (2002)Online Markov Decision Processes (2009)Moving average reversion strategy for on-line portfolio selection (2015)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)Universal Portfolios (1991)Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Model Calibration and Automated Trading Agent for Euro Futures (2014)Machine Learning for Active Portfolio Management (2021)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)Relation-Aware Transformer for Portfolio Policy Learning (2020)What is the Value of the Cross-Sectional Approach to Deep Reinforcement Learning? (2020)Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system (2022)PORTFOLIO SELECTION* (1952)Portfolio Selection: Efficient Diversification of Investments (1959)Mutual Fund Performance (1966)Improving Corporate Environmental Performance Through Big Data Analytics Implementation: The Role of Industry Environment (2025)Using and combining predictors that specialize (1997)Competitive On‐line Statistics (2001)Encyclopedia of Statistical Sciences (2004)Regret bounds for sleeping experts and bandits (2010)Online Learning of Non-stationary Sequences (2003)A Closer Look at Adaptive Regret (2012)Online convex optimization in the bandit setting: gradient descent without a gradient (2004)Introduction to Online Convex Optimization (2016)Introduction to Online Convex Optimization (2016)
this work references cited by second hop

References

  • 1997Exponentiated Gradient versus Gradient Descent for Linear Predictors856 cited
  • 1998Tracking the Best Expert557 cited
  • 1998On‐Line Portfolio Selection Using Multiplicative Updates387 cited
  • 1996Universal portfolios with side information349 cited
  • 1998A Game of Prediction with Expert Advice280 cited
  • 1997Universal portfolios with and without transaction costs151 cited

Cited by

  • 1997Derandomizing stochastic prediction strategies99 cited
  • 2009Automated trading with boosting and expert weighting68 cited
  • 2012Online Portfolio Selection: A Survey68 cited
  • 2021Adaptive online portfolio selection with transaction costs60 cited
  • 2006Online trading algorithms and robust option pricing56 cited
  • 1999Derandomizing Stochastic Prediction Strategies49 cited

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