Trading Dynamic Regret for Model Complexity in Nonstationary Nonparametric Optimization.

Amrit Singh Bedi Alec Koppel Ketan Rajawat Brian M. Sadler

Published in: ACC (2020)

Keyphrases

non stationary
probabilistic model
autoregressive
optimization model
optimization method
least squares
financial time series
objective function
computational complexity
pairwise
electronic commerce
short term
linear regression