Matches in SemOpenAlex for { <https://semopenalex.org/work/W173606385> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W173606385 abstract "The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we extend the notion of learning with memory to the general Online Convex Optimization (OCO) framework, and present two algorithms that attain low regret. The first algorithm applies to Lipschitz continuous loss functions, obtaining optimal regret bounds for both convex and strongly convex losses. The second algorithm attains the optimal regret bounds and applies more broadly to convex losses without requiring Lipschitz continuity, yet is more complicated to implement. We complement our theoretic results with an application to statistical arbitrage in finance: we devise algorithms for constructing mean-reverting portfolios." @default.
- W173606385 created "2016-06-24" @default.
- W173606385 creator A5024431603 @default.
- W173606385 creator A5036260775 @default.
- W173606385 creator A5048654840 @default.
- W173606385 date "2013-02-27" @default.
- W173606385 modified "2023-09-27" @default.
- W173606385 title "Online Convex Optimization Against Adversaries with Memory and Application to Statistical Arbitrage" @default.
- W173606385 cites W1570963478 @default.
- W173606385 cites W177617673 @default.
- W173606385 cites W1865649313 @default.
- W173606385 cites W2034707435 @default.
- W173606385 cites W2092306038 @default.
- W173606385 cites W2110603299 @default.
- W173606385 cites W2125868696 @default.
- W173606385 cites W2142141874 @default.
- W173606385 cites W2148825261 @default.
- W173606385 cites W2156211713 @default.
- W173606385 cites W2950791045 @default.
- W173606385 cites W3122035786 @default.
- W173606385 cites W630559790 @default.
- W173606385 cites W639519915 @default.
- W173606385 hasPublicationYear "2013" @default.
- W173606385 type Work @default.
- W173606385 sameAs 173606385 @default.
- W173606385 citedByCount "1" @default.
- W173606385 countsByYear W1736063852020 @default.
- W173606385 crossrefType "posted-content" @default.
- W173606385 hasAuthorship W173606385A5024431603 @default.
- W173606385 hasAuthorship W173606385A5036260775 @default.
- W173606385 hasAuthorship W173606385A5048654840 @default.
- W173606385 hasConcept C10138342 @default.
- W173606385 hasConcept C104317684 @default.
- W173606385 hasConcept C112313634 @default.
- W173606385 hasConcept C112680207 @default.
- W173606385 hasConcept C119857082 @default.
- W173606385 hasConcept C126255220 @default.
- W173606385 hasConcept C127716648 @default.
- W173606385 hasConcept C134306372 @default.
- W173606385 hasConcept C157972887 @default.
- W173606385 hasConcept C160623529 @default.
- W173606385 hasConcept C162324750 @default.
- W173606385 hasConcept C185592680 @default.
- W173606385 hasConcept C188082640 @default.
- W173606385 hasConcept C22324862 @default.
- W173606385 hasConcept C2524010 @default.
- W173606385 hasConcept C33923547 @default.
- W173606385 hasConcept C41008148 @default.
- W173606385 hasConcept C50817715 @default.
- W173606385 hasConcept C55493867 @default.
- W173606385 hasConceptScore W173606385C10138342 @default.
- W173606385 hasConceptScore W173606385C104317684 @default.
- W173606385 hasConceptScore W173606385C112313634 @default.
- W173606385 hasConceptScore W173606385C112680207 @default.
- W173606385 hasConceptScore W173606385C119857082 @default.
- W173606385 hasConceptScore W173606385C126255220 @default.
- W173606385 hasConceptScore W173606385C127716648 @default.
- W173606385 hasConceptScore W173606385C134306372 @default.
- W173606385 hasConceptScore W173606385C157972887 @default.
- W173606385 hasConceptScore W173606385C160623529 @default.
- W173606385 hasConceptScore W173606385C162324750 @default.
- W173606385 hasConceptScore W173606385C185592680 @default.
- W173606385 hasConceptScore W173606385C188082640 @default.
- W173606385 hasConceptScore W173606385C22324862 @default.
- W173606385 hasConceptScore W173606385C2524010 @default.
- W173606385 hasConceptScore W173606385C33923547 @default.
- W173606385 hasConceptScore W173606385C41008148 @default.
- W173606385 hasConceptScore W173606385C50817715 @default.
- W173606385 hasConceptScore W173606385C55493867 @default.
- W173606385 hasLocation W1736063851 @default.
- W173606385 hasOpenAccess W173606385 @default.
- W173606385 hasPrimaryLocation W1736063851 @default.
- W173606385 hasRelatedWork W1604179126 @default.
- W173606385 hasRelatedWork W1803193750 @default.
- W173606385 hasRelatedWork W2156000286 @default.
- W173606385 hasRelatedWork W2188714131 @default.
- W173606385 hasRelatedWork W2575682651 @default.
- W173606385 hasRelatedWork W2767955337 @default.
- W173606385 hasRelatedWork W2890144633 @default.
- W173606385 hasRelatedWork W2950182497 @default.
- W173606385 hasRelatedWork W2954027456 @default.
- W173606385 hasRelatedWork W2963746283 @default.
- W173606385 hasRelatedWork W2964309292 @default.
- W173606385 hasRelatedWork W2978459918 @default.
- W173606385 hasRelatedWork W2999756486 @default.
- W173606385 hasRelatedWork W3011190762 @default.
- W173606385 hasRelatedWork W3029775994 @default.
- W173606385 hasRelatedWork W3035201878 @default.
- W173606385 hasRelatedWork W3123486450 @default.
- W173606385 hasRelatedWork W3125933434 @default.
- W173606385 hasRelatedWork W3168986881 @default.
- W173606385 hasRelatedWork W3173673246 @default.
- W173606385 isParatext "false" @default.
- W173606385 isRetracted "false" @default.
- W173606385 magId "173606385" @default.
- W173606385 workType "article" @default.