Zobrazeno 1 - 10
of 19
pro vyhledávání: '"V. V. V'yugin"'
Autor:
V. V. V’yugin, V. G. Trunov
Publikováno v:
Journal of Communications Technology and Electronics. 67:702-716
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::288a4130df4c6f8a76b287525d837458
https://doi.org/10.1134/s1064226922060201
https://doi.org/10.1134/s1064226922060201
Autor:
V. G. Trunov, V. V. V’yugin
Publikováno v:
Journal of Communications Technology and Electronics. 65:662-676
—Methods for generating predictions online and in the form of probability distributions of future outcomes are considered. The difference between the probabilistic forecast (probability distribution) and the numerical outcome is measured using the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::aa2580568c5bdc6bbcc487e6516a6e00
https://doi.org/10.1134/s1064226920060285
https://doi.org/10.1134/s1064226920060285
Autor:
V. V. V’yugin, V. G. Trunov
Publikováno v:
Journal of Communications Technology and Electronics. 63:1491-1501
Within the prediction (decision making) theory with online experts, an adaptive algorithm is proposed that aggregates the decisions of expert strategies and incurs losses that do not exceed (up to a certain value, called a regret) the losses of the b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e5450f09973cb2bf156c56bd22b78217
https://doi.org/10.1134/s1064226918120240
https://doi.org/10.1134/s1064226918120240
Publikováno v:
Journal of Communications Technology and Electronics. 62:1434-1447
The problem of decision theoretic online learning is discussed. There is the set of methods, experts, and algorithms capable of making solutions (or predictions) and suffering losses due to the inaccuracy of their solutions. An adaptive algorithm whe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9510aee94a5b37b493aa5665de7a3d9d
https://doi.org/10.1134/s1064226917120117
https://doi.org/10.1134/s1064226917120117
Autor:
A. I. Shamsutdinov, V. V. V’yugin
Publikováno v:
Journal of Communications Technology and Electronics. 61:1400-1410
The problem concerning the aggregating of the forecasts of specialized expert strategies is examined using the mathematical theory of machine learning. Expert strategies are understood as the algorithms capable of successively predicting the componen
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd6bc241d0ff5c008ab8776edce023d9
https://doi.org/10.1134/s1064226916120251
https://doi.org/10.1134/s1064226916120251
Autor:
V. V. V'yugin, V. G. Trunov
Publikováno v:
Automation and Remote Control. 77:1428-1446
We consider an online adaptive forecasting algorithm for time series elements. Based on this algorithm, we define a universal strategy for the financial market: such a strategy ensures asymptotically maximal profit compared to any trading strategy wh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fb52c581d865bdf50510cce5d910a328
https://doi.org/10.1134/s0005117916080099
https://doi.org/10.1134/s0005117916080099
Autor:
V. V. V’yugin
Publikováno v:
Journal of Communications Technology and Electronics. 60:647-657
A modification of Hannan’s Following the Perturbed Leaded (FPL) algorithm for the case of unlimited gains and losses is considered. Estimates of the prediction error are obtained in terms of the volume vt and game fluctuation fluc(t) = Δvt/vt, whe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bb9c35c91da5a0cb4520fb871bd0f7a5
https://doi.org/10.1134/s1064226915060170
https://doi.org/10.1134/s1064226915060170
Autor:
V. V. V’yugin, V. G. Trunov
Publikováno v:
Journal of Communications Technology and Electronics. 60:658-672
In the first part of the paper, a universal method of algorithmic trading in stock markets, which provides the asymptotically highest profit as compared to any trading strategy that is not extremely complex, is proposed. The universal strategy is com
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f10ecf6eb26c3460e20b20a7a4dac7ee
https://doi.org/10.1134/s1064226915060169
https://doi.org/10.1134/s1064226915060169
Autor:
V. V. V’yugin, V. A. Uspensky
Publikováno v:
Journal of Communications Technology and Electronics. 56:739-747
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e311b85e78ca60a09dbbd4c7e850ca7
https://doi.org/10.1134/s1064226911060210
https://doi.org/10.1134/s1064226911060210
Autor:
V. V. V'yugin
Publikováno v:
Problems of Information Transmission. 39:32-46
The Lempel–Ziv universal coding scheme is asymptotically optimal for the class of all stationary ergodic sources. A problem of robustness of this property under small violations of ergodicity is studied. The notion of deficiency of algorithmic rand
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::950cc8e9d99cf870de702b3eaad2c663
https://doi.org/10.1023/a:1023626414365
https://doi.org/10.1023/a:1023626414365