Internal Regret in On-Line Portfolio Selection

Stoltz and Lugosi. "Internal Regret in On-Line Portfolio Selection." Annual Conference on Computational Learning Theory, 2003. doi:10.1007/978-3-540-45167-9_30

[Stoltz and Lugosi. "Internal Regret in On-Line Portfolio Selection." Annual Conference on Computational Learning Theory, 2003.](https://mlanthology.org/colt/2003/stoltz2003colt-internal/) doi:10.1007/978-3-540-45167-9_30

@inproceedings{stoltz2003colt-internal,
  title     = {{Internal Regret in On-Line Portfolio Selection}},
  author    = {Stoltz, Gilles and Lugosi, Gábor},
  booktitle = {Annual Conference on Computational Learning Theory},
  year      = {2003},
  pages     = {403-417},
  doi       = {10.1007/978-3-540-45167-9_30},
  url       = {https://mlanthology.org/colt/2003/stoltz2003colt-internal/}
}