Showing 1 - 4 of 4
We propose a sequential optimizing betting strategy in the multi-dimensional bounded forecasting game in the framework of game-theoretic probability of Shafer and Vovk (2001) [10]. By studying the asymptotic behavior of its capital process, we prove a generalization of the strong law of large...
Persistent link: https://www.econbiz.de/10008873968
We give a general method for constructing a deterministic strategy of Reality from a randomized strategy in game-theoretic probability. The construction can be seen as derandomization in game-theoretic probability.
Persistent link: https://www.econbiz.de/10011077893
We prove both the validity and the sharpness of the law of the iterated logarithm in game-theoretic probability with quadratic and stronger hedges.
Persistent link: https://www.econbiz.de/10011064895
We derive some results on contrarian and one-sided strategies of Skeptic for the fair-coin game in the framework of the game-theoretic probability of Shafer and Vovk [G. Shafer and V. Vovk. Probability and Finance -- It's Only a Game!, Wiley, New York, 2001]. In particular, as regards the rate...
Persistent link: https://www.econbiz.de/10008875578