Computational Finance Journal

Wednesday, October 13, 2004

Rob Schapire's work

In this post we will outline the abstracts of the recent work of Robvert Schapire in online learning algorithms

(1)Drifting Games (2001) He introduces and studies a general abstract game played between two players, a shpeherd and the adversary. th game is played in a series of rounds using a finite set of chips. The adversary then moves the chips in any way that need only be weekly correlated with the desired direction assigned by the shepherd. n each round shpeherd assigns a sdesired direction of movement.

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