Professor Vladimir Vovk

  1. Working paper › Research
  2. Published

    A game-theoretic explanation of the $dt$ effect

    Vovk, V. & Shafer, G., Jan 2003, (The Game-Theoretic Probability and Finance project, http://probabilityandfinance.com).

    Research output: Working paper

  3. Published
  4. Published

    A simplified Capital Asset Pricing Model

    Vovk, V., 11 Nov 2011, 6 p.

    Research output: Working paper

  5. Published

    A tutorial on conformal prediction

    Shafer, G. & Vovk, V., 21 Jun 2007.

    Research output: Working paper

  6. Published

    Asymptotic optimality of Transductive Confidence Machine

    Vovk, V., May 2002, (On-line Compression Modelling project).

    Research output: Working paper

  7. Published

    Black-Scholes formula without stochastic assumptions

    Vovk, V., Mar 2000.

    Research output: Working paper

  8. Published

    Central limit theorem without probability

    Vovk, V., 1999.

    Research output: Working paper

  9. Published

    Competing with Gaussian linear experts

    Zhdanov, F. & Vovk, V., 24 Oct 2009.

    Research output: Working paper

  10. Published

    Competing with Markov prediction strategies

    Vovk, V., 28 Jul 2006, 11 p.

    Research output: Working paper

  11. Published

    Competing with stationary prediction strategies

    Vovk, V., 13 Jul 2006.

    Research output: Working paper

  12. Published

    Competing with wild prediction rules

    Vovk, V., 14 Dec 2005.

    Research output: Working paper

  13. Published

    Competitive on-line learning with a convex loss function

    Vovk, V., 11 Jun 2005.

    Research output: Working paper

  14. Published
  15. Published

    Continuous-time trading and emergence of randomness

    Vovk, V., 8 Dec 2007.

    Research output: Working paper

  16. Published

    Continuous-time trading and emergence of volatility

    Vovk, V., 10 Dec 2007.

    Research output: Working paper

  17. Published

    Continuous-time trading and the emergence of probability

    Vovk, V., 28 Apr 2009.

    Research output: Working paper

  18. Published

    Criteria of efficiency for conformal prediction

    Vovk, V., Fedorova, V., Nouretdinov, I. & Gammerman, A., 2014, On-line Compression Modelling Project (New Series), 19 p.

    Research output: Working paper

  19. Published

    Criterion of calibration for Transductive Confidence Machine with limited feedback

    Nouretdinov, I. & Vovk, V., Apr 2003, (On-line Compression Modelling project, http://vovk.net/kp).

    Research output: Working paper

  20. Published

    Cross-conformal predictors

    Vovk, V., 3 Aug 2012.

    Research output: Working paper

  21. Published

    Defensive forecasting

    Vovk, V., Takemura, A. & Shafer, G., 30 May 2005.

    Research output: Working paper

  22. Published

    Defensive forecasting

    Vovk, V., Takemura, A. & Shafer, G., Sep 2004.

    Research output: Working paper

  23. Published

    Defensive forecasting for linear protocols

    Vovk, V., Nouretdinov, I., Takemura, A. & Shafer, G., 2 Jun 2005.

    Research output: Working paper

  24. Published
  25. Published

    Experiments with the K29 algorithm

    Vovk, V., 1 Sep 2004.

    Research output: Working paper

  26. Published
  27. Published

    Game-theoretic Brownian motion

    Vovk, V., 8 Jan 2008, 17 p.

    Research output: Working paper

  28. Published
  29. Published
  30. Published

    Good randomized sequential probability forecasting is always possible

    Vovk, V. & Shafer, G., Jun 2003, (The Game-Theoretic Probability and Finance project).

    Research output: Working paper

  31. Published

    Hedging predictions in machine learning

    Gammerman, A. & Vovk, V., 2 Nov 2006.

    Research output: Working paper

  32. Published

    Hoeffding's inequality in game-theoretic probability

    Vovk, V., 18 Aug 2007, 5 p.

    Research output: Working paper

  33. Published

    Hypergraphical on-line compression models

    Vovk, V., 2003.

    Research output: Working paper

  34. Published

    Inductive conformal predictors in the batch mode

    Vovk, V., 12 Sep 2012.

    Research output: Working paper

  35. Published

    Insuring against loss of evidence in game-theoretic probability

    Philip Dawid, A., de Rooij, S., Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 11 May 2010.

    Research output: Working paper

  36. Published

    Ito calculus without probability in idealized financial markets

    Vovk, V., 3 Aug 2011, 25 p.

    Research output: Working paper

  37. Published

    Jeffreys's law for general games of prediction: in search of a theory

    P. Dawid, A. & G. Vovk, V., 22 Dec 2009.

    Research output: Working paper

  38. Published

    Leading strategies in competitive on-line prediction

    Vovk, V., 27 Jul 2006.

    Research output: Working paper

  39. Published

    Levy's zero-one law in game-theoretic probability

    Shafer, G., Vovk, V. & Takemura, A., 3 May 2009.

    Research output: Working paper

  40. Published

    Losing money with a high Sharpe ratio

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

    Research output: Working paper

  41. Published

    Merging of opinions in game-theoretic probability

    Vovk, V., 2 May 2007.

    Research output: Working paper

  42. Published

    Metric entropy in competitive on-line prediction

    Vovk, V., 9 Sep 2006.

    Research output: Working paper

  43. Published

    Mondrian Condence Machine

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

    Research output: Working paper

  44. Published

    Mondrian Confidence Machine

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

    Research output: Working paper

  45. Published

    Non-asymptotic calibration and resolution

    Vovk, V., 1 Jun 2005.

    Research output: Working paper

  46. Published

    On-line competitive linear regression

    Vovk, V., 1997.

    Research output: Working paper

  47. Published

    On-line Confidence Machines are well-calibrated

    Vovk, V., Apr 2002.

    Research output: Working paper

  48. Published
  49. Published
  50. Published

    On-line predictive linear regression

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

    Research output: Working paper

  51. Published

    Online region prediction with real teachers

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

    Research output: Working paper

  52. Published
  53. 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

  54. Published
  55. Published

    Prediction with expert advice for the Brier game

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

    Research output: Working paper

  56. Published

    Prediction with expert evaluators' advice

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

    Research output: Working paper

  57. Published

    Predictions as statements and decisions

    Vovk, V., 22 Jun 2006.

    Research output: Working paper

  58. Published
  59. Published

    Pricing European options without probability

    Vovk, V., 1999.

    Research output: Working paper

  60. Published

    Probability forecasting in on-line compression models

    Vovk, V., Jun 2003.

    Research output: Working paper

  61. 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

  62. Published

    Rough paths in idealized financial markets

    Vovk, V., 3 May 2010.

    Research output: Working paper

  63. Published

    Strong confidence intervals for autoregression

    Vovk, V., 4 Jul 2007.

    Research output: Working paper

  64. Published

    Superefficiency from the Vantage Point of Computability

    Vovk, V., 16 Aug 2008.

    Research output: Working paper

  65. Published
  66. Published

    Test martingales, Bayes factors, and p-values

    Shafer, G., Shen, A., Vereshchagin, N. & Vovk, V., 21 Dec 2009.

    Research output: Working paper

  67. Published

    Testing Exchangeability On-line

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

    Research output: Working paper

  68. Published
  69. Published
  70. Published

    The existence of predictive complexity and the Legendre transformation

    Kalnichkan, Y. & Vovk, V., Mar 2000.

    Research output: Working paper

  71. Published

    The Game-Theoretic Capital Asset Pricing Model

    Vovk, V. & Shafer, G., 1 Nov 2001.

    Research output: Working paper

  72. Published

    The generality of the zero-one laws

    Takemura, A., Vovk, V. & Shafer, G., 26 Mar 2008.

    Research output: Working paper

  73. Published

    The origins and legacy of Kolmogorov's Grundbegriffe

    Vovk, V. & Shafer, G., Oct 2005, 109 p. (Game-Theoretic Probability and Finance project).

    Research output: Working paper

  74. Published

    The Sources of Kolmogorov's Grundbegriffe

    Shafer, G. & Vovk, V., 21 Jun 2006.

    Research output: Working paper

  75. Published
  76. Published

    Venn predictors and isotonic regression

    Vovk, V., 31 Oct 2012, 4 p.

    Research output: Working paper

  77. Published

    Well-calibrated predictions from on-line compression models

    Vovk, V., 1 Apr 2003, (On-line Compression Modelling project, http://vovk.net/kp).

    Research output: Working paper

  78. Software › Research
  79. Published

    R package PredictiveRegression

    Vovk, V. & Nouretdinov, I., Jun 2008

    Research output: Non-textual formSoftware

  80. Doctoral Thesis › Research
  81. Unpublished

    Предсказуемость алгоритмически случайных последовательностей

    Vovk, V., 1988, (Unpublished) Moscow: Moscow State University.

    Research output: ThesisDoctoral Thesis

  82. Book › Research
  83. Published

    Algorithmic Learning in a Random World

    Vovk, V., Gammerman, A. & Shafer, G., 2005, Springer.

    Research output: Book/ReportBook

  84. Published

    Game-Theoretic Foundations for Probability and Finance

    Shafer, G. & Vovk, V., Jun 2019, Wiley. 480 p. (Wiley Series in Probability and Statistics)

    Research output: Book/ReportBook

  85. Published

    Probability and Finance: It's Only a Game!

    Shafer, G. & Vovk, V., 2001, New York: Wiley-Interscience.

    Research output: Book/ReportBook

  86. Patent › Research
  87. Published

    Data classication apparatus and method thereof

    Gammerman, A. & Vovk, V., Jul 2004, Patent No. 1129428

    Research output: Patent

  88. Article › Research › Not peer-reviewed
  89. Published

    How to base probability theory on perfect-information games

    Shafer, G., Vovk, V. & Chychyla, R., Feb 2010, In : Bulletin of the European Association for Theoretical Computer Science. 100, p. 115-148 34 p.

    Research output: Contribution to journalArticle

  90. Published

    Predictions controlees en apprentissage automatique

    Gammerman, A. & Vovk, V., 2010, In : La Revue Modulad. 42, p. 16-33 18 p.

    Research output: Contribution to journalArticle

  91. Article › Research › Peer-reviewed
  92. Published

    A closer look at adaptive regret

    Adamskiy, D., Koolen, W., Chernov, A. & Vovk, V., Apr 2016, In : Journal of Machine Learning Research. 17, 23, p. 1-21 21 p.

    Research output: Contribution to journalArticle

  93. Published

    A game of prediction with expert advice

    Vovk, V., Apr 1998, In : Journal of Computer and System Sciences. 56, 2, p. 153-173 21 p.

    Research output: Contribution to journalArticle

  94. Published

    A logic of probability, with application to the foundations of statistics (with discussion)

    Vovk, V., 1993, In : Journal of the Royal Statistical Society: Series B (Statistical Methodology). 55, p. 317-351 35 p.

    Research output: Contribution to journalArticle

  95. Published

    A strictly martingale version of Kolmogorov's strong law of large numbers

    Vovk, V., 1996, In : Theory of Probability and Its Applications. 41, 3

    Research output: Contribution to journalArticle

  96. Published

    A tutorial on conformal prediction

    Shafer, G. & Vovk, V., Mar 2008, In : Journal of Machine Learning Research. 9, p. 371-421 51 p.

    Research output: Contribution to journalArticle

  97. Published

    A universal well-calibrated algorithm for on-line classification

    Vovk, V., Jun 2004, In : Journal of Machine Learning Research. 5, p. 575-604 30 p.

    Research output: Contribution to journalArticle

  98. Published

    Asymptotic efficiency of estimators: an algorithmic approach

    Vovk, V., 1991, In : Theory of Probability and Its Applications. 36, p. 329-343 15 p.

    Research output: Contribution to journalArticle

  99. Published

    Buy low, sell high

    Koolen, W. & Vovk, V., 2014, In : Theoretical Computer Science. 558, p. 144-158 15 p.

    Research output: Contribution to journalArticle

  100. Published

    Clinical mass spectrometry proteomic diagnosis by conformal predictors

    Gammerman, A., Nouretdinov, I., Burford, B., Chervonenkis, A., Vovk, V. & Luo, Z., Jul 2008, In : Statistical Applications in Genetics and Molecular Biology. 7, 2, 13.

    Research output: Contribution to journalArticle

  101. Published

    Combining p-values via averaging

    Vovk, V. & Wang, R., 11 Jun 2020, In : Biometrika. p. 1-18 18 p., asaa027.

    Research output: Contribution to journalArticle

  102. Published

    Competing with wild prediction rules

    Vovk, V., Dec 2007, In : Machine Learning. 69, 2-3, p. 193-212 20 p.

    Research output: Contribution to journalArticle

  103. Published

    Competitive on-line statistics

    Vovk, V., Aug 2001, In : INTERNATIONAL STATISTICAL REVIEW. 69, 2, p. 213-248 36 p.

    Research output: Contribution to journalArticle

  104. Published

    Complexity approximation principle

    Vovk, V. & Gammerman, A., 1999, In : The Computer Journal. 42, 4, p. 318-322 5 p.

    Research output: Contribution to journalArticle

  105. Published

    Computationally efficient versions of conformal predictive distributions

    Vovk, V., Petej, I., Nouretdinov, I., Manokhin, V. & Gammerman, A., 15 Jul 2020, In : Neurocomputing. 397, p. 292-308 17 p.

    Research output: Contribution to journalArticle

  106. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 5 Jul 2013, In : Machine Learning. 92, 2-3, p. 349 - 376 28 p.

    Research output: Contribution to journalArticle

  107. Published

    Conditional validity of inductive conformal predictors

    Vovk, V., 17 Nov 2012, In : JMLR: Workshop and Conference Proceedings. 25, p. 475-490 16 p.

    Research output: Contribution to journalArticle

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