Sciweavers

ICML
2006
IEEE
15 years 8 days ago
Algorithms for portfolio management based on the Newton method
We experimentally study on-line investment algorithms first proposed by Agarwal and Hazan and extended by Hazan et al. which achieve almost the same wealth as the best constant-re...
Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. S...