Regret Bounds for Online Portfolio Selection with a Cardinality Constraint

Shinji Ito, Daisuke Hatano, Hanna Sumita, Akihiro Yabe, Takuro Fukunaga, Naonori Kakimura, Ken-Ichi Kawarabayashi

Neural Information Processing Systems 

Table 1: Regret bounds for the full-feedback setting.Constraints Upper bound by Algorithm 1 Lower bound Single asset ( S = S

Similar Docs  Excel Report  more

TitleSimilaritySource
None found