Passive Aggressive Algorithm for Online Portfolio Selection with Piecewise Loss Function.
Li GaoWeiguo ZhangQiang TangPublished in: ADMA (2) (2013)
Keyphrases
- passive aggressive
- loss function
- portfolio selection
- computational complexity
- learning algorithm
- dynamic programming
- multi objective
- pairwise
- least squares
- linear programming
- linear combination
- objective function
- convergence rate
- boosting algorithms
- worst case
- expectation maximization
- learning scheme
- statistical machine translation
- similarity measure
- machine learning