Portfolio selection with transaction costs
Mathematics of Operations Research
COLT '90 Proceedings of the third annual workshop on Computational learning theory
STOC '93 Proceedings of the twenty-fifth annual ACM symposium on Theory of computing
A randomization rule for selecting forecasts
Operations Research
A game of prediction with expert advice
COLT '95 Proceedings of the eighth annual conference on Computational learning theory
A comparison of new and old algorithms for a mixture estimation problem
COLT '95 Proceedings of the eighth annual conference on Computational learning theory
COLT '96 Proceedings of the ninth annual conference on Computational learning theory
Universal data compression and portfolio selection
FOCS '96 Proceedings of the 37th Annual Symposium on Foundations of Computer Science
EXPONENTIATED GRADIENT VERSUS GRADIENT DESCENT FOR LINEAR PREDICTORS
EXPONENTIATED GRADIENT VERSUS GRADIENT DESCENT FOR LINEAR PREDICTORS
TIGHT WORST-CASE LOSS BOUNDS FOR PREDICTING WITH EXPERT ADVICE
TIGHT WORST-CASE LOSS BOUNDS FOR PREDICTING WITH EXPERT ADVICE
Universal portfolios with side information
IEEE Transactions on Information Theory
Competitive solutions for online financial problems
ACM Computing Surveys (CSUR)
COLT' 98 Proceedings of the eleventh annual conference on Computational learning theory
An additive on-line portfolio selection algorithm
Systems Analysis Modelling Simulation
Online trading algorithms and robust option pricing
Proceedings of the thirty-eighth annual ACM symposium on Theory of computing
Logarithmic regret algorithms for online convex optimization
Machine Learning
Online learning with prior knowledge
COLT'07 Proceedings of the 20th annual conference on Learning theory
Meta optimization and its application to portfolio selection
Proceedings of the 17th ACM SIGKDD international conference on Knowledge discovery and data mining
UAI'98 Proceedings of the Fourteenth conference on Uncertainty in artificial intelligence
Logarithmic regret algorithms for online convex optimization
COLT'06 Proceedings of the 19th annual conference on Learning Theory
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