1. Working paper › Research
  2. Published

    Losing money with a high Sharpe ratio

    Vovk, V., 4 Sep 2011, 6 p.

    Research output: Working paper

  3. Published

    Merging of opinions in game-theoretic probability

    Vovk, V., 2 May 2007.

    Research output: Working paper

  4. Unpublished

    Merging Time Series with Specialist Experts

    Scarfe, T. & Kalnishkan, Y., 2013, (Unpublished) 16 p.

    Research output: Working paper

  5. Published

    Metric entropy in competitive on-line prediction

    Vovk, V., 9 Sep 2006.

    Research output: Working paper

  6. Published

    Mondrian Condence Machine

    Vovk, V., Lindsay, D., Nouretdinov, I. & Gammerman, A., Mar 2003, (On-line Compression Modelling project).

    Research output: Working paper

  7. Published

    Mondrian Confidence Machine

    Vovk, V., Lindsay, D., Nouretdinov, I. & Gammerman, A., Mar 2003, (On-line Compression Modelling project).

    Research output: Working paper

  8. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 1 Jun 2005.

    Research output: Working paper

  9. Published

    On-line competitive linear regression

    Vovk, V., 1997.

    Research output: Working paper

  10. Published

    On-line Confidence Machines are well-calibrated

    Vovk, V., Apr 2002.

    Research output: Working paper

  11. Published