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Universal schemes for sequential decision from individual data sequences
3 references·5 citing·31 second hop
Universal schemes for sequential decision from individual data sequences (1993)Universal schemes for sequential decision…Universal Portfolios (1991)Universal PortfoliosAsymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment (1988)Asymptotic Optimality and Asy…An analog of the minimax theorem for vector payoffs (1956)An analog of the minimax theo…AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION (2012)AN ONLINE PORTFOLIO SELECTION…Universal Piecewise Linear Prediction Via Context Trees (2007)Universal Piecewise Linear Pr…On sequential strategies for loss functions with memory (2002)On sequential strategies for …On delayed prediction of individual sequences (2002)On delayed prediction of indi…The Cost of Achieving the Best Portfolio in Hindsight (1998)The Cost of Achieving the Bes…Théorie de la spéculation (1900)The Pricing of Options and Corporate Liabilities (1973)Brownian Motion and Stochastic Calculus (2007)Theory of Games and Economic Behavior (1945)Game theory, on-line prediction and boosting (1996)Adaptive Game Playing Using Multiplicative Weights (1999)Theory of games and economic behavior (2019)Brownian Motion and Stochastic Calculus. (1989)Dynamic Asset Pricing Theory. (1993)Internal Regret in On-Line Portfolio Selection (2005)Adaptive Algorithms for Online Decision Problems (2007)Online Portfolio Selection: A Survey (2012)AGGREGATING STRATEGIES (1990)How to use expert advice (1997)Online learning with adversarial delays (2015)Answering the Queen: Machine Learning and Financial Crises (2020)Differentially-Private Federated Linear Bandits (2020)Tracking the Best Expert (1998)Machine Learning for Financial Engineering (2011)Online learning for adversaries with memory: price of past mistakes (2015)Worst-case quadratic loss bounds for prediction using linear functions and gradient descent (1996)A Monte Carlo study of the forecasting performance of empirical SETAR models (1999)Universal Switching Linear Least Squares Prediction (2007)Portfolio Selection (1952)A Simplified Model for Portfolio Analysis (1963)Essays in the Theory of Risk-Bearing. (1972)Efficient algorithms for online decision problems (2004)Robust Dynamic Programming (2005)Universal portfolios with side information (1996)Do Markets Favor Agents able to Make Accurate Predictions? (2000)The numéraire portfolio in semimartingale financial models (2007)
this work references cited by second hop

References

  • 1956An analog of the minimax theorem for vector payoffs740 cited
  • 1991Universal Portfolios581 cited
  • 1988Asymptotic Optimality and Asymptotic Equipartition Properties of Log-Optimum Investment343 cited

Cited by

  • 2007Universal Piecewise Linear Prediction Via Context Trees91 cited
  • 1998The Cost of Achieving the Best Portfolio in Hindsight91 cited
  • 2002On delayed prediction of individual sequences61 cited
  • 2002On sequential strategies for loss functions with memory49 cited
  • 2012AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION44 cited

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