Sequential optimizing strategy in multi-dimensional bounded forecasting games (Q617916)

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