5 citations · 8 across the 4 of their papers we have counts for
6 papers
Nonparametric Online Learning Using Lipschitz Regularized Deep Neural Networks
Guy Uziel
Deep neural networks are considered to be state of the art models in many offline machine learning tasks. However, their performance and generalization abilities in online learning…
Deep Online Learning with Stochastic Constraints
Guy Uziel
Deep learning models are considered to be state-of-the-art in many offline machine learning tasks. However, many of the techniques developed are not suitable for online learning ta…
Growth-Optimal Portfolio Selection under CVaR Constraints
Guy Uziel, Ran El-Yaniv
Online portfolio selection research has so far focused mainly on minimizing regret defined in terms of wealth growth. Practical financial decision making, however, is deeply concer…
Multi-Objective Non-parametric Sequential Prediction
Guy Uziel, Ran El-Yaniv
Online-learning research has mainly been focusing on minimizing one objective function. In many real-world applications, however, several objective functions have to be considered…
Online Learning of Commission Avoidant Portfolio Ensembles
Guy Uziel, Ran El-Yaniv
We present a novel online ensemble learning strategy for portfolio selection. The new strategy controls and exploits any set of commission-oblivious portfolio selection algorithms.…
Online Learning of Portfolio Ensembles with Sector Exposure Regularization
Guy Uziel, Ran El-Yaniv
We consider online learning of ensembles of portfolio selection algorithms and aim to regularize risk by encouraging diversification with respect to a predefined risk-driven groupi…