Login / Signup

Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection.

Andrzej CichockiSergio CrucesAuxiliadora SarmientoToshihisa Tanaka
Published in: CoRR (2024)
Keyphrases
  • portfolio selection
  • exponentiated gradient
  • relative entropy
  • linear programming
  • learning algorithm
  • knn