"Damped Online Newton Step for Portfolio Selection."

Zakaria Mhammedi, Alexander Rakhlin (2022)

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DOI: —

access: open

type: Conference or Workshop Paper

metadata version: 2022-07-12

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  - electronic edition @ mlr.press (open access)
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  dblp key:
  - conf/colt/MhammediR22
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  persistent URL:
  - https://dblp.org/rec/conf/colt/MhammediR22
Zakaria Mhammedi, Alexander Rakhlin:
Damped Online Newton Step for Portfolio Selection. COLT 2022: 5561-5595

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