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Derandomizing Stochastic Prediction Strategies
9 references·3 citing·30 second hop
Derandomizing Stochastic Prediction Strategies (1999)Derandomizing Stochastic Prediction Strat…Universal portfolio selection (1998)Universal portfolio selectionA Game of Prediction with Expert Advice (1998)A Game of Prediction with Exp…Using and combining predictors that specialize (1997)Using and combining predictor…Derandomizing stochastic prediction strategies (1997)Derandomizing stochastic pred…Universal portfolios with side information (1996)Universal portfolios with sid…Predicting a binary sequence almost as well as the optimal biased coin (1996)Predicting a binary sequence …On-line Prediction and Conversion Strategies (1996)On-line Prediction and Conver…Tight worst-case loss bounds for predicting with expert advice (1995)Tight worst-case loss bounds …AGGREGATING STRATEGIES (1990)AGGREGATING STRATEGIESProbability-free solutions to the non-stationary newsvendor problem (2014)Probability-free solutions to…Efficient Tracking of Large Classes of Experts (2012)Efficient Tracking of Large C…Universal Switching Linear Least Squares Prediction (2007)Universal Switching Linear Le…The Asymptotic Theory of Extreme Order Statistics (1990)Competitive On-line Linear Regression (1997)Exponentiated Gradient versus Gradient Descent for Linear Predictors (1997)Discrete Prediction Games with Arbitrary Feedback and Loss (2001)How to use expert advice (1993)Worst-case quadratic loss bounds for prediction using linear functions and gradient descent (1996)Theory of Games and Statistical Decisions. (1955)An analog of the minimax theorem for vector payoffs (1956)A Simple Adaptive Procedure Leading to Correlated Equilibrium (2000)Relative Expected Instantaneous Loss Bounds (2002)Tracking the Best Expert (1998)Online Learning of Non-stationary Sequences (2003)A Closer Look at Adaptive Regret (2012)Online Portfolio Selection: A Survey (2012)On‐Line Portfolio Selection Using Multiplicative Updates (1998)Automated trading with boosting and expert weighting (2009)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)How to use expert advice (1997)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Competitive On‐line Statistics (2001)Encyclopedia of Statistical Sciences (2004)Theory of Games and Statistical Decisions (1955)Evolutionary Game Theory: A Renaissance (2018)Learning in games with continuous action sets and unknown payoff functions (2018)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

  • 1996Universal portfolios with side information349 cited
  • 1990AGGREGATING STRATEGIES326 cited
  • 1998A Game of Prediction with Expert Advice280 cited
  • 1997Using and combining predictors that specialize237 cited
  • 1998Universal portfolio selection108 cited
  • 1997Derandomizing stochastic prediction strategies99 cited
  • 1995Tight worst-case loss bounds for predicting with expert advice86 cited
  • 1996On-line Prediction and Conversion Strategies72 cited
  • 1996Predicting a binary sequence almost as well as the optimal biased coin63 cited

Cited by

  • 2007Universal Switching Linear Least Squares Prediction46 cited
  • 2012Efficient Tracking of Large Classes of Experts40 cited
  • 2014Probability-free solutions to the non-stationary newsvendor problem19 cited

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