7 citations · 14 across the 5 of their papers we have counts for
5 papers
Online Aggregation of Probability Forecasts with Confidence
Vladimir V'yugin, Vladimir Trunov
The paper presents numerical experiments and some theoretical developments in prediction with expert advice (PEA). One experiment deals with predicting electricity consumption depe…
Online Learning with Continuous Ranked Probability Score
Vladimir V'yugin, Vladimir Trunov
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields of statistical science. The dissimilarity between a probab…
Online Aggregation of Unbounded Losses Using Shifting Experts with Confidence
Vladimir V'yugin, Vladimir Trunov
We develop the setting of sequential prediction based on shifting experts and on a "smooth" version of the method of specialized experts. To aggregate experts predictions, we use t…
Universal Algorithm for Online Trading Based on the Method of Calibration
Vladimir V'yugin, Vladimir Trunov
We present a universal algorithm for online trading in Stock Market which performs asymptotically at least as good as any stationary trading strategy that computes the investment a…
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…