Universal Portfolios With and Without Transaction Costs
Machine Learning - Special issue: computational learning theory, COLT '97
Prediction With Expert Advice For The Brier Game
The Journal of Machine Learning Research
Competing with stationary prediction strategies
COLT'07 Proceedings of the 20th annual conference on Learning theory
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A simple construction for a pseudorandom bit generator is presented. It stretches a short string of truly random bits into a long string that looks random to any algorithm from a complexity class C (e.g. P, NC, PSPACE, etc.), using an arbitrary function ...