9 citations · 32 across the 19 of their papers we have counts for
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cs.LG2011
Calibration with Changing Checking Rules and Its Application to Short-Term Trading
Vladimir Trunov, Vladimir V'yugin
We provide a natural learning process in which a financial trader without a risk receives a gain in case when Stock Market is inefficient. In this process, the trader rationally ch…
cs.IT2011
On Instability of the Ergodic Limit Theorems with Respect to Small Violations of Algorithmic Randomness
Vladimir V'yugin
An instability property of the Birkhoff's ergodic theorem and related asymptotic laws with respect to small violations of algorithmic randomness is studied. The Shannon--McMillan--…