A Randomization Rule for Selecting Forecasts

DOI10.1287/OPRE.41.4.704MaRDI QIDQ4272894zbMATH OpenOpenAlexFDO

Authors Dean P. Foster, Rakesh V. Vohra

Publication date 26 April 1994

Published in Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/opre.41.4.704

zbMATH Keywords

randomized strategyselecting/combining forecasts

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20)

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Cited in

(14)

• A game of prediction with expert advice
• Forecast dominance testing via sign randomization
• Regret in the on-line decision problem
• Adaptive game playing using multiplicative weights
• Dynamic benchmark targeting
• Deterministic calibration and Nash equilibrium
• An extension of play against the random past strategy. Choosing the right experts on IBM forecasts
• Note on universal conditional consistency
• Learning in network contexts: experimental results from simulations
• A general class of adaptive strategies
• No-regret algorithms in on-line learning, games and convex optimization
• Playing against no-regret players
• Replicator dynamics: old and new
• A conversation with James Hannan

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