The paper presents a two‑level framework for portfolio management that selects window sizes in a cost‑sensitive, online manner. Candidate window sizes are treated as experts, and their aggregation weights are updated dynamically using turnover‑inclusive losses. The authors derive finite‑horizon tracking‑regret bounds that incorporate portfolio turnover, showing that with bounded losses and cost rates, a tuned Fixed Share algorithm achieves asymptotically no tracking regret for sublinear switching budgets, while Hedge handles the static case.
arXiv:2606. 08977v1 Announce Type: new Abstract: Motivated by the recency effect in online learning, we study algorithms for single-pass *sliding-window streaming multi-armed bandits (MABs)* in this paper.
By Vladimir Braverman, Chen Wang, Liudeng Wang, Samson Zhou
The paper introduces a straightforward framework that transforms dynamic regret minimization into switching regret minimization by constructing an unbiased random sequence for any comparator sequence. Using this reduction, the authors derive dynamic regret bounds for strongly convex and exp-concave losses of “~O(T^{1/3}P_T^{2/3})” and for general convex losses of “O(√{T(1+P_T)})”, matching known minimax optimal results. The approach leverages off-the-shelf switching regret algorithms and controlled variance to achieve these bounds.
By Yibo Wang, Wenhao Yang, Sifan Yang, Yuanyu Wan, Lijun Zhang
arXiv:2512. 09850v2 Announce Type: replace Abstract: We introduce Conformal Bandits, a novel framework integrating Conformal Prediction (CP) into bandit problems, a classic paradigm for sequential decision-making under uncertainty.
By Simone Cuonzo, Nina Deliu
arXiv:2609.07566v1 Announce Type: new
Abstract: Caching systems often rely on simple eviction policies such as Least Recently Used (LRU) and Least Frequently Used (LFU), which perform well in complem...
By Younes Ben Mazziane, Xinying Zou
arXiv:2601.13519v4 Announce Type: replace-cross
Abstract: This paper introduces a new problem-dependent regret measure for online convex optimization with smooth losses. The notion, which we call the...
By Wenzhi Gao, Chang He, Madeleine Udell