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Source Annual Workshop on Computational Learning Theory archive
Proceedings of the ninth annual conference on Computational learning theory table of contents
Desenzano del Garda, Italy
Pages: 310 - 313  
Year of Publication: 1996
ISBN:0-89791-811-8
Authors
Erik Ordentlich  Information Systems Laboratory, Durand 141A, Stanford University, Stanford, CA
Thomas M. Cover
Sponsors
Univ degli Studi de Milano : Universite degli Studi de Milano
SIGACT: ACM Special Interest Group on Algorithms and Computation Theory
SIGART: ACM Special Interest Group on Artificial Intelligence
Publisher
ACM  New York, NY, USA
Bibliometrics
Downloads (6 Weeks): 16,   Downloads (12 Months): 39,   Citation Count: 5
Additional Information:

references   cited by   index terms   collaborative colleagues  

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REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
T. M. Cover and E. Ordentlich. Universal portfolios with side information. IEEE Trans. Info. Theory, 42(2), March 1996.
 
2
E. Ordentlich and T. M. Cover. The cost of achieving the best portfolio in hindsight. Department of Statistics Technical Report NSF-90, Stanford University; under review by Math. of Op. Res., 1996.
 
3
William Feller. An Introduction to Probability Theory and Its Applications, volume I. John Wiley and Sons Inc. Second edition, 1959.
 
4
A. W. Marshall and I. Olkin. Inequalities: Theory of Majorization and Its Applications, volume 143 of Mathematics in Science and Engineering. Academic Press, London, 1979.

CITED BY  5
Avrim Blum , Adam Kalai, Universal portfolios with and without transaction costs, Proceedings of the tenth annual conference on Computational learning theory, p.309-313, July 06-09, 1997, Nashville, Tennessee, United States
Adam Kalai , Santosh Vempala, Efficient algorithms for universal portfolios, The Journal of Machine Learning Research, 3, 3/1/2003
Ran El-Yaniv, Competitive solutions for online financial problems, ACM Computing Surveys (CSUR), v.30 n.1, p.28-69, March 1998
Avrim Blum , Adam Kalai, Universal Portfolios With and Without Transaction Costs, Machine Learning, v.35 n.3, p.193-205, June 1999
Amit Agarwal , Elad Hazan , Satyen Kale , Robert E. Schapire, Algorithms for portfolio management based on the Newton method, Proceedings of the 23rd international conference on Machine learning, p.9-16, June 25-29, 2006, Pittsburgh, Pennsylvania

INDEX TERMS

Primary Classification:
  I. Computing Methodologies
  I.2 ARTIFICIAL INTELLIGENCE
      I.2.6 Learning

Additional Classification:
  J. Computer Applications
  J.1 ADMINISTRATIVE DATA PROCESSING
      Subjects: Financial (e.g., EFTS)
  J.4 SOCIAL AND BEHAVIORAL SCIENCES
      Subjects: Economics


General Terms:
Design, Economics, Management, Performance, Theory, Verification

Collaborative Colleagues:
Erik Ordentlich: colleagues
Thomas M. Cover: colleagues

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