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Derandomizing stochastic prediction strategies
6 references·12 citing·34 second hop
Derandomizing stochastic prediction strategies (1997)Derandomizing stochastic prediction strat…Universal portfolio selection (1998)Universal portfolio selectionTracking the Best Expert (1998)Tracking the Best ExpertA Game of Prediction with Expert Advice (1998)A Game of Prediction with Exp…Using and combining predictors that specialize (1997)Using and combining predictor…Universal portfolios with side information (1996)Universal portfolios with sid…How to use expert advice (1993)How to use expert adviceProbability-free solutions to the non-stationary newsvendor problem (2014)Probability-free solutions to…Online Portfolio Selection: A Survey (2012)Online Portfolio Selection: A…Mirror Descent Meets Fixed Share (and feels no regret) (2012)Mirror Descent Meets Fixed Sh…Efficient Tracking of Large Classes of Experts (2012)Efficient Tracking of Large C…A Closer Look at Adaptive Regret (2012)A Closer Look at Adaptive Reg…The Online Loop-free Stochastic Shortest-Path Problem. (2010)The Online Loop-free Stochast…Prediction with Expert Evaluators’ Advice (2009)Prediction with Expert Evalua…Online Multi-task Learning with Hard Constraints (2009)Online Multi-task Learning wi…Prediction with expert advice for the Brier game (2008)Prediction with expert advice…Universal Switching Linear Least Squares Prediction (2007)Universal Switching Linear Le…Online Learning of Non-stationary Sequences (2003)Online Learning of Non-statio…Derandomizing Stochastic Prediction Strategies (1999)Derandomizing Stochastic Pred…A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)How to use expert advice (1997)Prediction, Learning, and Games (2006)Dynamic collective opinion generation framework for digital transformation barrier analysis in the construction industry (2023)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)On Upper-Confidence Bound Policies for Switching Bandit Problems (2011)Online portfolio selection (2014)The Asymptotic Theory of Extreme Order Statistics (1990)Minimizing Regret: The General Case (1999)Regret bounds for prediction problems (1999)Universal Portfolios With and Without Transaction Costs (1999)On‐Line Portfolio Selection Using Multiplicative Updates (1998)Automated trading with boosting and expert weighting (2009)Adaptive online portfolio selection with transaction costs (2021)An analog of the minimax theorem for vector payoffs (1956)Contributions to the theory of games. (1960)Universal Portfolios (1991)Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions (2001)Can We Learn to Beat the Best Stock (2004)Adaptive Game Playing Using Multiplicative Weights (1999)Gambling in a rigged casino: The adversarial multi-armed bandit problem (2002)Online convex programming and generalized infinitesimal gradient ascent (2003)Second-order Quantile Methods for Experts and Combinatorial Games (2015)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Does the Stock Market Overreact? (1985)“Options, Futures, and Other Derivatives” (2016)Relation-Aware Transformer for Portfolio Policy Learning (2020)What is the Value of the Cross-Sectional Approach to Deep Reinforcement Learning? (2020)Cryptocurrency portfolio allocation using a novel hybrid and predictive big data decision support system (2022)Competitive On‐line Statistics (2001)Encyclopedia of Statistical Sciences (2004)Averaging Expert Predictions (1999)Mortal Multi-Armed Bandits (2008)Regret bounds for sleeping experts and bandits (2010)
this work references cited by second hop

References

  • 1998Tracking the Best Expert557 cited
  • 1996Universal portfolios with side information349 cited
  • 1998A Game of Prediction with Expert Advice280 cited
  • 1997Using and combining predictors that specialize237 cited
  • 1993How to use expert advice129 cited
  • 1998Universal portfolio selection108 cited

Cited by

  • 2012Online Portfolio Selection: A Survey68 cited
  • 2003Online Learning of Non-stationary Sequences58 cited
  • 2012A Closer Look at Adaptive Regret53 cited
  • 2008Prediction with expert advice for the Brier game52 cited
  • 1999Derandomizing Stochastic Prediction Strategies49 cited
  • 2007Universal Switching Linear Least Squares Prediction46 cited
  • 2012Mirror Descent Meets Fixed Share (and feels no regret)43 cited
  • 2012Efficient Tracking of Large Classes of Experts40 cited
  • 2010The Online Loop-free Stochastic Shortest-Path Problem.34 cited
  • 2009Online Multi-task Learning with Hard Constraints34 cited

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2009
Prediction with Expert Evaluators’ Advice
33 cited
  • 2014Probability-free solutions to the non-stationary newsvendor problem19 cited