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