Search Results for author: Sumita Hanna

Found 1 papers, 0 papers with code

Regret Bounds for Online Portfolio Selection with a Cardinality Constraint

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.

Computational Efficiency Decision Making

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