Algorithms for portfolio management based on the Newton method
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Amit Agarwal, Elad Hazan, Satyen Kale, Robert E. Schapire
Algorithms for portfolio management based on the Newton method
ICML, 2006.

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@inproceedings{ICML-2006-AgarwalHKS,
	author        = "Amit Agarwal and Elad Hazan and Satyen Kale and Robert E. Schapire",
	booktitle     = "{Proceedings of the 23rd International Conference on Machine Learning}",
	doi           = "10.1145/1143844.1143846",
	isbn          = "1-59593-383-2",
	pages         = "9--16",
	publisher     = "{ACM}",
	series        = "{ACM International Conference Proceeding Series}",
	title         = "{Algorithms for portfolio management based on the Newton method}",
	volume        = 148,
	year          = 2006,
}

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