On prediction of individual sequences
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- Gábor Lugosi & Shie Mannor & Gilles Stoltz, 2008.
"Strategies for Prediction Under Imperfect Monitoring,"
Mathematics of Operations Research,
INFORMS, vol. 33(3), pages 513-528, August.
- Gabor Lugosi & Shie Mannor & Gilles Stoltz, 2008. "Strategies for prediction under imperfect monitoring," Post-Print hal-00124679, HAL.
- A. Borodin & R. El-Yaniv & V. Gogan, 2011. "Can We Learn to Beat the Best Stock," Papers 1107.0036, arXiv.org.
- Sancetta, A., 2005. "Forecasting Distributions with Experts Advice," Cambridge Working Papers in Economics 0517, Faculty of Economics, University of Cambridge.
- Sancetta, Alessio, 2007. "Online forecast combinations of distributions: Worst case bounds," Journal of Econometrics, Elsevier, vol. 141(2), pages 621-651, December.
More about this item
KeywordsUniversal prediction; prediction with experts; absolute loss; empirical processes; covering numbers; finite-state machines;
- C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-1998-11-20 (All new papers)
- NEP-ECM-1998-11-23 (Econometrics)
- NEP-EXP-1998-11-20 (Experimental Economics)
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