Department of Computer Science and Information Engineering, Department of Mathematics, Center for Quantum Science and Engineering, National Taiwan University; Department of Computer Science and Information Engineering, National Taiwan University
Chung-En Tsai, Ying-Ting Lin, Yen-Huan Li
Online portfolio selection;small-loss bound;gradual-variation bound;second-order bound;optimistic FTRL with self-concordant regularizers
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness