Game-Theoretic Foundations for Probability and Finance
- Submitting institution
-
Royal Holloway and Bedford New College
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 34814683
- Type
- A - Authored book
- DOI
-
10.1002/9781118548035
- Publisher
- Wiley
- ISBN
- 9780470903056
- Open access status
- -
- Month of publication
- April
- Year of publication
- 2019
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
1
- Research group(s)
-
-
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- This is a monograph summarizing 18 years of development of game-theoretic probability, with applications to areas such as mathematical finance and statistics, and establishing a series of new results in these areas. It is highly evaluated by leading experts in probability and machine learning, including Ioannis Karatzas and Peter Grunwald (see the back cover of the book). Chapter 12 is devoted to applications in machine learning. The careful analysis of the foundations of probability offered in it allowed us to establish performance guarantees for prediction algorithms without relying on any statistical assumptions.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -