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cs.LG2013★ 71 cited
Online Learning for Time Series Prediction
Oren Anava, Elad Hazan, Shie Mannor +1
In this paper we address the problem of predicting a time series using the ARMA (autoregressive moving average) model, under minimal assumptions on the noise terms. Using regret mi…
cs.LG2013★ 3 cited
Online Convex Optimization Against Adversaries with Memory and Application to Statistical Arbitrage
Oren Anava, Elad Hazan, Shie Mannor
The framework of online learning with memory naturally captures learning problems with temporal constraints, and was previously studied for the experts setting. In this work we ext…