CORR
2010
Springer
13 years 11 months ago
2010
Springer
Calibrated strategies can be obtained by performing strategies that have no internal regret in some auxiliary game. Such strategies can be constructed explicitly with the use of B...
COLT
2005
Springer
14 years 1 months ago
2005
Springer
External regret compares the performance of an online algorithm, selecting among N actions, to the performance of the best of those actions in hindsight. Internal regret compares ...
COLT
2003
Springer
14 years 4 months ago
2003
Springer
This paper extends the game-theoretic notion of internal regret to the case of on-line potfolio selection problems. New sequential investment strategies are designed to minimize th...