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 Unpublished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    Scarfe, T. & Kalnishkan, Y., 2013, (Unpublished) 16 p.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

    On-line predictive linear regression

    Vovk, V., Nouretdinov, I. & Gammerman, A., 21 Nov 2005.

    Research output: Working paper

  14. Published

    Online region prediction with real teachers

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

    Research output: Working paper

  15. Published
  16. Published

    Ontology from Local Hierarchical Structure in Text

    Murtagh, F., Mothe, J. & Englmeier, K., 27 Jan 2007.

    Research output: Working paper

  17. Published

    Plug-in martingales for testing exchangeability on-line

    Fedorova, V., Gammerman, A., Nouretdinov, I. & Vovk, V., 15 Apr 2012, 17 p.

    Research output: Working paper

  18. Published
  19. Published

    Prediction with expert advice for the Brier game

    Vovk, V. & Zhdanov, F., 2 Oct 2007.

    Research output: Working paper

  20. Published

    Prediction with expert evaluators' advice

    Chernov, A. & Vovk, V., 24 Feb 2009.

    Research output: Working paper

  21. Published

    Predictions as statements and decisions

    Vovk, V., 22 Jun 2006.

    Research output: Working paper

  22. Published
  23. Published

    Pricing European options without probability

    Vovk, V., 1999.

    Research output: Working paper

  24. Published

    Probability forecasting in on-line compression models

    Vovk, V., Jun 2003.

    Research output: Working paper

  25. Published

    Probability-free pricing of adjusted American lookbacks

    Philip Dawid, A., de Rooij, S., Grunwald, P., M. Koolen, W., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 20 Aug 2011, 28 p.

    Research output: Working paper

  26. Published

    Rough paths in idealized financial markets

    Vovk, V., 3 May 2010.

    Research output: Working paper

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