Najim Al-baghdadi, Yuri Kalnishkan, David Lindsay, Siân Lindsay. Online Portfolio Hedging with the Weak Aggregating Algorithm. In Ulf Johansson, Henrik Boström, Khuong An Nguyen, Zhiyuan Luo 0001, Lars Carlsson, editors, Conformal and Probabilistic Prediction with Applications, 24-26 August 2022, Brighton, UK. Volume 179 of Proceedings of Machine Learning Research, pages 149-168, PMLR, 2022. [doi]
Abstract is missing.