Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness.

Chung-En Tsai Ying-Ting Lin Yen-Huan Li

Published in: CoRR (2023)

Keyphrases

data dependent
portfolio selection
generalization bounds
rademacher complexity
risk bounds
upper bound
hash functions
multiscale
financial markets
lower bound
machine learning
multiple objectives
robust optimization
error bounds
stock market
uniform convergence
optimal portfolio