4 papers
Trading Off Resource Budgets for Improved Regret Bounds
Damon Falck, Thomas Orton
In this work we consider a variant of adversarial online learning where in each round one picks out of arms and incurs cost equal to the of the costs of…
An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques
Thomas Orton
In financial investing, universal portfolios are a means of constructing portfolios which guarantee a certain level of performance relative to a baseline, while making no statistic…
Modeling Precomputation In Games Played Under Computational Constraints
Thomas Orton
Understanding the properties of games played under computational constraints remains challenging. For example, how do we expect rational (but computationally bounded) players to pl…
Payment Does Not Imply Consensus (For Distributed Payment Systems)
Thomas Orton
Decentralized payment systems such as Bitcoin have become massively popular in the last few years, yet there is still much to be done in understanding their formal properties. The…