A novel algorithm for actively trading stocks is presented. While traditional universal algorithms (and technical trading heuristics) attempt to predict winners or trends, our app...
We present a new general upper bound on the number of examples required to estimate all of the expectations of a set of random variables uniformly well. The quality of the estimat...
The author is revising and restructuring an existing simulation course designed primarily for senior computer science majors by: 1) developing an integrated set of laboratory exer...
The mismatch between training and test environmental conditions presents a challenge to speech recognition systems. In this paper, we investigate an approach for matching the dist...
We analyse the prequential plug-in codes relative to one-parameter exponential families M. We show that if data are sampled i.i.d. from some distribution outside M, then the redund...