12 citations · 14 across the 4 of their papers we have counts for
4 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…
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…
Capital process and optimality properties of a Bayesian Skeptic in coin-tossing games
Masayuki Kumon, Akimichi Takemura, Kei Takeuchi
We study capital process behavior in the fair-coin game and biased-coin games in the framework of the game-theoretic probability of Shafer and Vovk (2001). We show that if Skeptic…