Online Learning for Loss Functions with Memory and Applications to Statistical Arbitrage
Oren AnavaElad HazanShie MannorPublished in: CoRR (2013)
Keyphrases
- loss function
- online learning
- pairwise
- squared error
- risk minimization
- support vector
- learning to rank
- loss minimization
- e learning
- logistic regression
- empirical risk
- hinge loss
- reproducing kernel hilbert space
- active learning
- square loss
- convex loss functions
- stock price
- online algorithms
- boosting algorithms
- learning algorithm
- update rules
- statistical models
- support vector machine
- feature selection