David P. Helmbold, Robert E. Schapire, Yoram Singer, Manfred K. Warmuth
On-Line Portfolio Selection Using Multiplicative Updates
ICML, 1996.
@inproceedings{ICML-1996-HelmboldSSW,
author = "David P. Helmbold and Robert E. Schapire and Yoram Singer and Manfred K. Warmuth",
booktitle = "{Proceedings of the 13th International Conference on Machine Learning}",
isbn = "1-55860-419-7",
pages = "243--251",
publisher = "{Morgan Kaufmann}",
title = "{On-Line Portfolio Selection Using Multiplicative Updates}",
year = 1996,
}