Online learning represents a family of machine learning methods, where a learner attempts
to tackle some predictive (or any type of decision-making) task by learning from a sequence …

Online portfolio selection is a fundamental problem in computational finance, which has
been extensively studied across several research communities, including finance, statistics …

Financial portfolio management is the process of constant redistribution of a fund into
different financial products. This paper presents a financial-model-free Reinforcement …

This monograph portrays optimization as a process. In many practical applications the
environment is so complex that it is infeasible to lay out a comprehensive theoretical model …

On-line portfolio selection is a practical financial engineering problem, which aims to
sequentially allocate capital among a set of assets in order to maximize long-term return. In …

Portfolio Selection is an important real-world financial task and has attracted extensive
attention in artificial intelligence communities. This task, however, has two main difficulties:(i) …

This article proposes a novel online portfolio selection strategy named “Passive Aggressive
Mean Reversion”(PAMR). Unlike traditional trend following approaches, the proposed …

The investigation and development of new methods from diverse perspectives to shed light
on portfolio choice problems has never stagnated in financial research. Recently, multi …

We study online learning in an oblivious changing environment. The standard measure of
regret bounds the difference between the cost of the online learner and the best decision in …

On-line portfolio selection, a fundamental problem in computational finance, has attracted
increasing interest from artificial intelligence and machine learning communities in recent …