Online portfolio selection is a fundamental problem in computational finance, which has been extensively studied across several research communities, including finance, statistics …
LIBOL is an open-source library for large-scale online learning, which consists of a large family of efficient and scalable state-of-the-art online learning algorithms for large-scale …
K Crammer, A Kulesza… - Advances in neural …, 2009 - proceedings.neurips.cc
We present AROW, a new online learning algorithm that combines several properties of successful: large margin training, confidence weighting, and the capacity to handle non …
In this paper, we propose a new Soft Confidence-Weighted (SCW) online learning scheme, which enables the conventional confidence-weighted learning method to handle non …
On-line portfolio selection, a fundamental problem in computational finance, has attracted increasing interest from artificial intelligence and machine learning communities in recent …
Online portfolio selection has been attracting increasing attention from the data mining and machine learning communities. All existing online portfolio selection strategies focus on the …
We present AROW, an online learning algorithm for binary and multiclass problems that combines large margin training, confidence weighting, and the capacity to handle non …
The first step in graph-based semi-supervised classification is to construct a graph from input data. While the k-nearest neighbor graphs have been the de facto standard method of graph …
In this paper, we study a new problem of continuous learning from doubly-streaming data where both data volume and feature space increase over time. We refer to the doubly …