1 citations · 1 across the 2 of their papers we have counts for
3 papers
q-fin.ST2024
Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
Roman Belavkin, Panos Pardalos, Jose Principe
The advances and development of various machine learning techniques has lead to practical solutions in various areas of science, engineering, medicine and finance. The great choice…
cs.IT2019
Relation between the Kantorovich-Wasserstein metric and the Kullback-Leibler divergence
Roman V. Belavkin
We discuss a relation between the Kantorovich-Wasserstein (KW) metric and the Kullback-Leibler (KL) divergence. The former is defined using the optimal transport problem (OTP) in t…
cs.GT2010★ 1 cited
Conservation Law of Utility and Equilibria in Non-Zero Sum Games
Roman V. Belavkin
This short note demonstrates how one can define a transformation of a non-zero sum game into a zero sum, so that the optimal mixed strategy achieving equilibrium always exists. The…