Pursuit-Evasion Without Regret, with an Application to Trading.
Lili DworkinMichael J. KearnsYuriy NevmyvakaPublished in: ICML (2014)
Keyphrases
- pursuit evasion
- online learning
- confidence bounds
- loss function
- lower bound
- trading strategies
- worst case
- electronic commerce
- regret minimization
- trading systems
- financial markets
- stock exchange
- binary classification
- case study
- expert advice
- foreign exchange
- weighted majority
- minimax regret
- market data
- database
- online convex optimization
- upper confidence bound
- stock trading
- stock data
- regret bounds
- electricity markets
- stock market
- data sets