17 citations · 19 across the 8 of their papers we have counts for
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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.AP2020★ 1 cited
Online Prediction With History-Dependent Experts: The General Case
Nadejda Drenska, Jeff Calder
We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequ…
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…