OpenAlex
Relation between the rate of convergence of strong law of large numbers and the rate of concentration of Bayesian prior in game-theoretic probability
Work
Year: 2017
Type: article
Abstract: We study the behavior of the capital process of a continuous Bayesian mixture of fixed proportion betting strategies in the one-sided unbounded forecasting game in game-theoretic probability. We estab... more
Source: Stochastic Processes and their Applications
Authors Ryosuke SATO, Kenshi Miyabe, Akimichi Takemura
Institutions The University of Tokyo, Meiji University, Shiga University
Cites: 19
Cited by: 1
Related to: 10
FWCI: 0.232
Citation percentile (by year/subfield): 47.41
Topic: Risk and Portfolio Optimization
Subfield: Management Science and Operations Research
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Peace, justice, and strong institutions
Open Access status: hybrid
APC paid (est): $3,290
Funders Japan Society for the Promotion of Science, Japan Society for the Promotion of Science
Grant IDS 25220001, 16K12399