no code implementations • NeurIPS 2018 • Shinji Ito, Daisuke Hatano, Sumita Hanna, Akihiro Yabe, Takuro Fukunaga, Naonori Kakimura, Ken-ichi Kawarabayashi
Online portfolio selection is a sequential decision-making problem in which a learner repetitively selects a portfolio over a set of assets, aiming to maximize long-term return.