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For further information, please contact Marcus Hutter, Frank Stephan, Vladimir Vovk, or Thomas Zeugmann.
Alexey Chernov, Yuri Kalnishkan, Vladimir Vovk, and Fedor Zhdanov: On-line Probability, Complexity and Randomness: Alexey Chernov, Alexander Shen, Nikolai Vereshchagin, and Vladimir ...
This talk will be based on the book by Glenn Shafer and Vladimir Vovk "Probability and Finance: It's Only a Game!" (New York: Wiley, 2001).
Reference: Chapter 2 of Algorithmic learning in a random world, by Vladimir Vovk, Alexander Gammerman, and Glenn Shafer. Springer, to appear.
... Thomas Cover's work on constant rebalanced portfolios, published in 1991, 4 and (2) more general work on universalization of online algorithms, 17,21,23,30 especially Vladimir Vovk's ...
For further information, please contact Marcus Hutter, Frank Stephan, Vladimir Vovk, or Thomas Zeugmann.
Alexey Chernov, Yuri Kalnishkan, Vladimir Vovk, and Fedor Zhdanov: On-line Probability, Complexity and Randomness: Alexey Chernov, Alexander Shen, Nikolai Vereshchagin, and ...
This talk will be based on the book by Glenn Shafer and Vladimir Vovk "Probability and Finance: It's Only a Game!" (New York: Wiley, 2001).
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