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Learning, regret minimization and option pricing
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Source Theoretical Aspects Of Rationality And Knowledge archive
Proceedings of the 11th conference on Theoretical aspects of rationality and knowledge table of contents
Brussels, Belgium
SESSION: Invited papers table of contents
Pages: 2 - 3  
Year of Publication: 2007
Author
Yishay Mansour  Tel Aviv University, Tel Aviv, Israel
Publisher
ACM  New York, NY, USA
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ABSTRACT

We relate regret minimization to various online learning tasks, and most notable option pricing.


REFERENCES

Note: OCR errors may be found in this Reference List extracted from the full text article. ACM has opted to expose the complete List rather than only correct and linked references.

 
1
R. J. Aumann. Subjectivity and correlation in randomized strategies. Journal of Mathematical Economics, 1:67--96, 1974.
 
2
Fisher Black and Myron Scholes. The pricing of options and corporate liabilities. Journal of Political Economy, 81(3):637--654, 1973.
 
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Nicolò Cesa-Bianchi, Yishay Mansour, and Gilles Stoltz. Improved second-order bounds for prediction with expert advice. In Annual Conference on Learning Theory (COLT), 2005.
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J. Hannan. Approximation to bayes risk in repeated plays. In M. Dresher, A. Tucker, and P. Wolfe, editors, Contributions to the Theory of Games, volume 3, pages 97--139. Princeton University Press, 1957.