5 citations · 8 across the 6 of their papers we have counts for
Showing 2017Show all
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q-fin.MF2017★ 5 cited
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…
cs.LG2017★ 2 cited
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…