ML Anthology

Algorithms for Portfolio Management Based on the Newton Method

Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire
ICML 2006 pp. 9-16
doi:10.1145/1143844.1143846 /icml/2006/agarwal2006icml-algorithms/
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Cite

Text

Agarwal et al. "Algorithms for Portfolio Management Based on the Newton Method." International Conference on Machine Learning, 2006. doi:10.1145/1143844.1143846

Markdown

[Agarwal et al. "Algorithms for Portfolio Management Based on the Newton Method." International Conference on Machine Learning, 2006.](https://mlanthology.org/icml/2006/agarwal2006icml-algorithms/) doi:10.1145/1143844.1143846

BibTeX

@inproceedings{agarwal2006icml-algorithms,
  title     = {{Algorithms for Portfolio Management Based on the Newton Method}},
  author    = {Agarwal, Amit and Hazan, Elad and Kale, Satyen and Schapire, Robert E.},
  booktitle = {International Conference on Machine Learning},
  year      = {2006},
  pages     = {9-16},
  doi       = {10.1145/1143844.1143846},
  url       = {https://mlanthology.org/icml/2006/agarwal2006icml-algorithms/}
}