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

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

Published in: NeurIPS (2023)

Keyphrases

data dependent
portfolio selection
generalization bounds
rademacher complexity
risk bounds
upper bound
financial markets
robust optimization
worst case
energy functional
statistical learning theory
multiple objectives
learning algorithm
error bounds
non stationary
lower bound
multiscale