The Convex Optimization Approach to Regret Minimization! Practical testing of FTL,FTRL and related variants using Online gradient descent algorithm(and momentum based variants) on real time historic stock data. Aim of experiment was to increase the cumilative gain at end of 1000 days given that it is allowed to buy and sell on each of the day, Achieved upto 25% cumilative gain using online Descent Algortihm and its variants.
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