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Traditionally, communication networks are composed of routing nodes, which relay and duplicate data. Work in recent years has shown that for the case of multicast, an improvement in both rate and code-construction complexity can be gained by replacing these routing nodes by linear coding nodes. These nodes transmit linear combinations of the inputs(More)
We consider the memory requirements of stock-market investment algorithms through their finite state machine (FSM) implementations. The regret of an online algorithm is the limit difference between its capital growth rate and that of the optimal (in hindsight) constant rebalanced portfolio. Let lscr, isin, and m be the number of states, the regret, and the(More)
Universal portfolio algorithms find investment strategies competitive against any CRP (constant rebalanced portfolio) for each and every market sequence. This work studies the problem of competitiveness over a subset of realistic, non-pathological, market sequences observed in many settings, e.g., high-frequency trading. Competitive investment in this(More)
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