most citedA PDE Approach to the Prediction of a Binary Sequence with Advice from Two History-Dependent Experts

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math.OC2020

Asymptotically optimal strategies for online prediction with history-dependent experts

Jeff Calder, Nadejda Drenska

We establish sharp asymptotically optimal strategies for the problem of online prediction with history dependent experts. The prediction problem is played (in part) over a discrete…

math.OC2020★ 1 cited

A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History-Dependent Experts

Nadejda Drenska, Robert V. Kohn

The prediction of a binary sequence is a classic example of online machine learning. We like to call it the 'stock prediction problem,' viewing the sequence as the price history of…