Defensive forecasting

AISTATS 2005 - Proceedings of the 10th International Workshop on Artificial Intelligence and Statistics

Volumn , Issue , 2005, Pages 365-372

  Vovk, Vladimir ^a   Takemura, Akimichi ^b   Shafer, Glenn ^a,c  

^a UNIVERSITY OF LONDON   (United Kingdom)

^b UNIVERSITY OF TOKYO   (Japan)

^c RUTGERS BUSINESS SCHOOL   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

BINARY LABELS; PROBABILITY FORECASTS; STRONG LAW OF LARGE NUMBERS;

ARTIFICIAL INTELLIGENCE;

FORECASTING;

EID: 33646511467     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (19)

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12. Glenn Shafer and Vladimir Vovk. Probability and Finance: It's Only a Game! Wiley, New York, 2001.
13. Vladimir N. Vapnik. Statistical Learning Theory. Wiley, New York, 1998.
14. Jean Ville. Etude critique de la notion de collectif. Gauthier-Villars, Paris, 1939.
15. Vladimir Vovk. Competitive on-line statistics. International Statistical Review, 69:213-248, 2001.
16. Vladimir Vovk. Defensive forecasting for a benchmark data set, The Game-Theoretic Probability and Finance project, http://probabilityandfinance. com, Working Paper #9, September 2004.
17. Vladimir Vovk. Non-asymptotic calibration and resolution, The Game-Theoretic Probability and Finance project, http://probabilityandfinance. com, Working Paper #11, November 2004.
18. Vladimir Vovk and Glenn Shafer. Good randomized sequential probability forecasting is always possible, The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper #7, June 2003 (revised September 2004).
19. Vladimir Vovk, Akimichi Takemura, and Glenn Shafer. Defensive forecasting, The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com, Working Paper #8, September 2004. This is a fuller version of the current paper, with an appendix added.