Sequential optimizing strategy in multi-dimensional bounded forecasting games

DOI10.1016/j.spa.2010.09.004zbMath1204.91032arXiv0911.3933OpenAlexW1976926460MaRDI QIDQ617916

Kei Takeuchi, Akimichi Takemura, Masayuki Kumon

Publication date: 14 January 2011

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0911.3933

zbMATH Keywords

strong law of large numbersKullback-Leibler divergenceHölder exponentquadratic variationinformation criteriongame-theoretic probabilityuniversal portfolio

Mathematics Subject Classification ID

Strong limit theorems (60F15) Other game-theoretic models (91A40) Portfolio theory (91G10)

Related Items (4)

Convergence of random series and the rate of convergence of the strong law of large numbers in game-theoretic probability ⋮ Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability ⋮ Bayesian Logistic Betting Strategy Against Probability Forecasting ⋮ Continuous-time trading and the emergence of probability

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