OpenAlex | A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts

A PDE Approach to the Prediction of a Binary Sequence with Advice from Two History‐Dependent Experts

Work

Year: 2022

Type: article

Abstract: The prediction of a binary sequence is a classic example of online machine learning. We like to call it the “stock prediction problem,” viewing the sequence as the price history of a stock that goes ... more

Source: Communications on Pure and Applied Mathematics

Authors Nadejda Drenska, Robert V. Kohn

Institutions Johns Hopkins University, Courant Institute of Mathematical Sciences

Cites: 27

Cited by: 6

Related to: 10

FWCI: 0.367

Citation percentile (by year/subfield): 62.95

Topic: Advanced Bandit Algorithms Research

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: green