On-line portfolio selection

Universal portfolios with and without transaction costs

COLT '97 Proceedings of the tenth annual conference on Computational learning theory

Competitive solutions for online financial problems

ACM Computing Surveys (CSUR)

Universal Portfolios With and Without Transaction Costs

Machine Learning - Special issue: computational learning theory, COLT '97

Fast Universalization of Investment Strategies with Provably Good Relative Returns

ICALP '02 Proceedings of the 29th International Colloquium on Automata, Languages and Programming

Efficient algorithms for universal portfolios

The Journal of Machine Learning Research

Algorithms for portfolio management based on the Newton method

ICML '06 Proceedings of the 23rd international conference on Machine learning

CORN: Correlation-driven nonparametric learning approach for portfolio selection

ACM Transactions on Intelligent Systems and Technology (TIST)

Competitive strategy for on-line leasing of depreciable equipment

Mathematical and Computer Modelling: An International Journal

Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection

ACM Transactions on Knowledge Discovery from Data (TKDD)

Economical Caching

ACM Transactions on Computation Theory (TOCT)

Robust median reversion strategy for on-line portfolio selection

IJCAI'13 Proceedings of the Twenty-Third international joint conference on Artificial Intelligence