11 search results - page 2 / 3 » Relative Expected Instantaneous Loss Bounds |
COLT
2004
Springer
13 years 11 months ago
2004
Springer
Abstract. We consider the problem of estimating an unknown probability distribution from samples using the principle of maximum entropy (maxent). To alleviate overfitting with a v...
CSDA
2008
13 years 5 months ago
2008
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
CORR
2010
Springer
13 years 2 months ago
2010
Springer
Ensuring sufficient liquidity is one of the key challenges for designers of prediction markets. Various market making algorithms have been proposed in the literature and deployed ...
CCE
2004
13 years 5 months ago
2004
This paper presents some new concepts and procedures for financial risk management. To complement the use of value at risk a new concept, upside potential or opportunity value as ...
IOR
2010
13 years 3 months ago
2010
We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, aiming to maximize expected discounted revenue over an infinite time horiz...