31 citations · 93 across the 8 of their papers we have counts for
8 papers
Bayesian logistic betting strategy against probability forecasting
Masayuki Kumon, Jing Li, Akimichi Takemura +1
We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk…
Conformal geometry of statistical manifold with application to sequential estimation
Masayuki Kumon, Akimichi Takemura, Kei Takeuchi
We present a geometrical method for analyzing sequential estimating procedures. It is based on the design principle of the second-order efficient sequential estimation provided in…
Approximations and asymptotics of upper hedging prices in multinomial models
Ryuichi Nakajima, Masayuki Kumon, Akimichi Takemura +1
We give an exposition and numerical studies of upper hedging prices in multinomial models from the viewpoint of linear programming and the game-theoretic probability of Shafer and…
New procedures for testing whether stock price processes are martingales
Kei Takeuchi, Akimichi Takemura, Masayuki Kumon
We propose procedures for testing whether stock price processes are martingales based on limit order type betting strategies. We first show that the null hypothesis of martingale p…
A new formulation of asset trading games in continuous time with essential forcing of variation exponent
Kei Takeuchi, Masayuki Kumon, Akimichi Takemura
We introduce a new formulation of asset trading games in continuous time in the framework of the game-theoretic probability established by Shafer and Vovk (Probability and Finance:…
Game-theoretic versions of strong law of large numbers for unbounded variables
Masayuki Kumon, Akimichi Takemura, Kei Takeuchi
We consider strong law of large numbers (SLLN) in the framework of game-theoretic probability of Shafer and Vovk (2001). We prove several versions of SLLN for the case that Reality…