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Talk by Dr. Michael Kearns, Professor at the Computer and Information Science Department at the University of Pennsylvania. From QuantCon NYC 2017. No-regret learning is a collection of tools designed to give provable performance guarantees in the absence of any statistical or other assumptions on the data (!), and thus stands in stark contrast to most classical modeling approaches. With origins stretching back to the 1950s, the field has yielded a rich body of algorithms and analyses that covers problems ranging from forecasting expert advice to online convex optimization. Dr. Kearns surveys the field, with special emphasis on applications to quantitative finance problems, including portfolio construction and inventory risk. To learn more about Quantopian, visit us at https://www.quantopian.com. Disclaimer Quantopian provides this presentation to help people write trading algorithms - it is not intended to provide investment advice. More specifically, the material is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory or other services by Quantopian. In addition, the content neither constitutes investment advice nor offers any opinion with respect to the suitability of any security or any specific investment. Quantopian makes no guarantees as to accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.