{"id":"https://openalex.org/W1578224830","doi":"https://doi.org/10.1007/978-3-540-45167-9_30","title":"Internal Regret in On-Line Portfolio Selection","display_name":"Internal Regret in On-Line Portfolio Selection","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W1578224830","doi":"https://doi.org/10.1007/978-3-540-45167-9_30","mag":"1578224830"},"language":"en","primary_location":{"id":"doi:10.1007/978-3-540-45167-9_30","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-45167-9_30","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},"type":"book-chapter","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://hal.science/hal-00007535","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5070218404","display_name":"Gilles Stoltz","orcid":"https://orcid.org/0000-0003-1240-1007"},"institutions":[{"id":"https://openalex.org/I102197404","display_name":"Universit\u00e9 Paris-Sud","ror":"https://ror.org/028rypz17","country_code":"FR","type":"education","lineage":["https://openalex.org/I102197404"]},{"id":"https://openalex.org/I4210155549","display_name":"Laboratoire de Math\u00e9matiques","ror":"https://ror.org/05sd5r855","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I198244214","https://openalex.org/I4210141950","https://openalex.org/I4210155549"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Gilles Stoltz","raw_affiliation_strings":["Laboratoire de Math\u00e9matiques, Universit\u00e9 Paris-Sud, 91405, Orsay Cedex, France"],"affiliations":[{"raw_affiliation_string":"Laboratoire de Math\u00e9matiques, Universit\u00e9 Paris-Sud, 91405, Orsay Cedex, France","institution_ids":["https://openalex.org/I102197404","https://openalex.org/I4210155549"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5034680608","display_name":"G\u00e1bor Lugosi","orcid":"https://orcid.org/0000-0003-1614-5901"},"institutions":[{"id":"https://openalex.org/I170486558","display_name":"Pompeu Fabra University","ror":"https://ror.org/04n0g0b29","country_code":"ES","type":"education","lineage":["https://openalex.org/I170486558"]}],"countries":["ES"],"is_corresponding":false,"raw_author_name":"G\u00e1bor Lugosi","raw_affiliation_strings":["Department of Economics, Pompeu Fabra University, 08005, Barcelona, Spain"],"affiliations":[{"raw_affiliation_string":"Department of Economics, Pompeu Fabra University, 08005, Barcelona, Spain","institution_ids":["https://openalex.org/I170486558"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5070218404"],"corresponding_institution_ids":["https://openalex.org/I102197404","https://openalex.org/I4210155549"],"apc_list":{"value":5000,"currency":"EUR","value_usd":5392},"apc_paid":null,"fwci":2.1654,"has_fulltext":false,"cited_by_count":3,"citation_normalized_percentile":{"value":0.89260563,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"403","last_page":"417"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T12101","display_name":"Advanced Bandit Algorithms Research","score":0.9998999834060669,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11182","display_name":"Auction Theory and Applications","score":0.995199978351593,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9933000206947327,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/regret","display_name":"Regret","score":0.9822659492492676},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.7112094163894653},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.649703860282898},{"id":"https://openalex.org/keywords/selection","display_name":"Selection (genetic algorithm)","score":0.5017342567443848},{"id":"https://openalex.org/keywords/internal-model","display_name":"Internal model","score":0.4809214770793915},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.433966726064682},{"id":"https://openalex.org/keywords/stability","display_name":"Stability (learning theory)","score":0.42696452140808105},{"id":"https://openalex.org/keywords/property","display_name":"Property (philosophy)","score":0.42057448625564575},{"id":"https://openalex.org/keywords/operations-research","display_name":"Operations research","score":0.3684287965297699},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.2426573634147644},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.24256378412246704},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.15855759382247925},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1310901641845703},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.1307877004146576}],"concepts":[{"id":"https://openalex.org/C50817715","wikidata":"https://www.wikidata.org/wiki/Q79895177","display_name":"Regret","level":2,"score":0.9822659492492676},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.7112094163894653},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.649703860282898},{"id":"https://openalex.org/C81917197","wikidata":"https://www.wikidata.org/wiki/Q628760","display_name":"Selection (genetic algorithm)","level":2,"score":0.5017342567443848},{"id":"https://openalex.org/C28427503","wikidata":"https://www.wikidata.org/wiki/Q13580300","display_name":"Internal model","level":3,"score":0.4809214770793915},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.433966726064682},{"id":"https://openalex.org/C112972136","wikidata":"https://www.wikidata.org/wiki/Q7595718","display_name":"Stability (learning theory)","level":2,"score":0.42696452140808105},{"id":"https://openalex.org/C189950617","wikidata":"https://www.wikidata.org/wiki/Q937228","display_name":"Property (philosophy)","level":2,"score":0.42057448625564575},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.3684287965297699},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.2426573634147644},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.24256378412246704},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.15855759382247925},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1310901641845703},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.1307877004146576},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C111472728","wikidata":"https://www.wikidata.org/wiki/Q9471","display_name":"Epistemology","level":1,"score":0.0},{"id":"https://openalex.org/C2775924081","wikidata":"https://www.wikidata.org/wiki/Q55608371","display_name":"Control (management)","level":2,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1007/978-3-540-45167-9_30","is_oa":false,"landing_page_url":"https://doi.org/10.1007/978-3-540-45167-9_30","pdf_url":null,"source":{"id":"https://openalex.org/S106296714","display_name":"Lecture notes in computer science","issn_l":"0302-9743","issn":["0302-9743","1611-3349"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"book series"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Lecture Notes in Computer Science","raw_type":"book-chapter"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.109.7614","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.109.7614","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www-stat.wharton.upenn.edu/~steele/Resources/Projects/SequenceProject/LugosiEtAll.pdf","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.8.394","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.8.394","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.econ.upf.es/~lugosi/internal.ps","raw_type":"text"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.98.1577","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.98.1577","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.dma.ens.fr/~stoltz/SL-InternalPortfolio.pdf","raw_type":"text"},{"id":"pmh:oai:HAL:hal-00007535v1","is_oa":true,"landing_page_url":"https://hal.science/hal-00007535","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Machine Learning, 2005, 59, pp.125-159","raw_type":"Journal articles"}],"best_oa_location":{"id":"pmh:oai:HAL:hal-00007535v1","is_oa":true,"landing_page_url":"https://hal.science/hal-00007535","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Machine Learning, 2005, 59, pp.125-159","raw_type":"Journal articles"},"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W1529039634","https://openalex.org/W1531245405","https://openalex.org/W1780163389","https://openalex.org/W1964964840","https://openalex.org/W1978260564","https://openalex.org/W1979675141","https://openalex.org/W1982813377","https://openalex.org/W2013478841","https://openalex.org/W2014116058","https://openalex.org/W2015501977","https://openalex.org/W2055639053","https://openalex.org/W2062304205","https://openalex.org/W2120499560","https://openalex.org/W2126776273","https://openalex.org/W2135730283","https://openalex.org/W2168281471","https://openalex.org/W3015581296","https://openalex.org/W3121527861","https://openalex.org/W4237883889","https://openalex.org/W4255572858"],"related_works":["https://openalex.org/W2971351794","https://openalex.org/W4376155396","https://openalex.org/W1947085858","https://openalex.org/W2101991911","https://openalex.org/W2174986909","https://openalex.org/W2527791220","https://openalex.org/W2155070487","https://openalex.org/W4311589891","https://openalex.org/W3123835761","https://openalex.org/W118270247"],"abstract_inverted_index":null,"counts_by_year":[],"updated_date":"2026-04-05T17:49:38.594831","created_date":"2025-10-10T00:00:00"}