Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Q4420195 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new proof of admissibility of tests in the multivariate analysis of variance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal Portfolios / rank
 
Normal rank
Property / cites work
 
Property / cites work: Universal portfolios with side information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Elements of Information Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a simple strategy weakly forcing the strong law of large numbers in the bounded forecasting game / rank
 
Normal rank
Property / cites work
 
Property / cites work: Capital Process and Optimality Properties of a Bayesian Skeptic in Coin-Tossing Games / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Cost of Achieving the Best Portfolio in Hindsight / rank
 
Normal rank
Property / cites work
 
Property / cites work: Probability and Finance / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5611461 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new formulation of asset trading games in continuous time with essential forcing of variation exponent / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multistep Bayesian Strategy in Coin-Tossing Games and Its Application to Asset Trading Games in Continuous Time / rank
 
Normal rank
Property / cites work
 
Property / cites work: A law of the iterated logarithm for martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time trading and the emergence of randomness / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time trading and the emergence of volatility / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rough paths in idealized financial markets / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix inequalities / rank
 
Normal rank

Latest revision as of 15:12, 3 July 2024

scientific article
Language Label Description Also known as
English
Sequential optimizing strategy in multi-dimensional bounded forecasting games
scientific article

    Statements

    Sequential optimizing strategy in multi-dimensional bounded forecasting games (English)
    0 references
    0 references
    0 references
    0 references
    14 January 2011
    0 references
    game-theoretic probability
    0 references
    Hölder exponent
    0 references
    information criterion
    0 references
    Kullback-Leibler divergence
    0 references
    quadratic variation
    0 references
    strong law of large numbers
    0 references
    universal portfolio
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references