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Online Prediction with History-Dependent Experts: The General Case
Nadejda Drenska,
Jeff Calder
School of Mathematics
Research output
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Contribution to journal
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Article
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peer-review
3
Scopus citations
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Keyphrases
Prediction Problems
100%
Binary Sequences
100%
History Dependence
100%
Online Prediction
100%
Online Environment
50%
Optimal Strategy
50%
Regret
50%
First Author
50%
Asymptotically Optimal
50%
Viscosity Solutions
50%
Value Function
50%
Expert Advice
50%
Daily Movement
50%
Two-player Games
50%
Hamilton-Jacobi
50%
Degenerate Elliptic PDE
50%
Stock Prediction
50%
Price History
50%
On-chip Learning
50%
Mathematics
Binary Sequence
100%
PDE
50%
Minimizes
50%
Function Value
50%
Optimal Strategy
50%
Viscosity Solution
50%
Prediction Problem
50%
Computer Science
Binary Sequence
100%
Function Value
50%
Optimal Strategy
50%
Machine Learning
50%
Learning System
50%
Partial Differential Equation
50%
Economics, Econometrics and Finance
Investors
100%
Price
25%
Make-to-Order
25%
Machine Learning
25%