Vladimir V. V'yugin

Rasim D. Zukhba

Probl. Inf. Transm., March, 2024

2023

Prediction of Locally Stationary Data Using Expert Advice.

[BibT_eX]

[DOI]

CoRR, 2023

Online aggregation of conformal predictive systems.

[BibT_eX]

[DOI]

Proceedings of the Conformal and Probabilistic Prediction with Applications, 2023

2022

Online aggregation of probability forecasts with confidence.

[BibT_eX]

[DOI]

Pattern Recognit., 2022

Ergodic theorems for algorithmically random points.

[BibT_eX]

[DOI]

CoRR, 2022

2021

Mixability of integral losses: A key to efficient online aggregation of functional and probabilistic forecasts.

[BibT_eX]

[DOI]

Pattern Recognit., 2021

Degrees of randomized computability: decomposition into atoms.

[BibT_eX]

[DOI]

CoRR, 2021

2020

Adaptive hedging under delayed feedback.

[BibT_eX]

[DOI]

Neurocomputing, 2020

Mixing past predictions.

[BibT_eX]

[DOI]

Proceedings of the Conformal and Probabilistic Prediction and Applications, 2020

2019

Online aggregation of unbounded losses using shifting experts with confidence.

[BibT_eX]

[DOI]

Mach. Learn., 2019

Integral Mixabilty: a Tool for Efficient Online Aggregation of Functional and Probabilistic Forecasts.

[BibT_eX]

[DOI]

CoRR, 2019

Kolmogorov complexity in the USSR (1975-1982): isolation and its end.

[BibT_eX]

[DOI]

CoRR, 2019

Online Learning with Continuous Ranked Probability Score.

[BibT_eX]

[DOI]

Proceedings of the Conformal and Probabilistic Prediction and Applications, 2019

2018

Aggregating strategies for long-term forecasting.

[BibT_eX]

[DOI]

Proceedings of the 7th Symposium on Conformal and Probabilistic Prediction and Applications, 2018

2017

Long-Term Sequential Prediction Using Expert Advice.

[BibT_eX]

[DOI]

Eugeny Burnaev

CoRR, 2017

Online Aggregation of Unbounded Signed Losses Using Shifting Experts.

[BibT_eX]

[DOI]

Proceedings of the Conformal and Probabilistic Prediction and Applications, 2017

2016

On Stability of Probability Laws with Respect to Small Violations of Algorithmic Randomness.

[BibT_eX]

[DOI]

Theory Comput. Syst., 2016

Applications of combined financial strategies based on universal adaptive forecasting.

[BibT_eX]

[DOI]

Autom. Remote. Control., 2016

2014

Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem.

[BibT_eX]

[DOI]

CoRR, 2014

On Stability Property of Probability Laws with Respect to Small Violations of Algorithmic Randomness.

[BibT_eX]

[DOI]

CoRR, 2014

2013

Universal Algorithm for Trading in Stock Market Based on the Method of Calibration.

[BibT_eX]

[DOI]

Proceedings of the Algorithmic Learning Theory - 24th International Conference, 2013

2012

On Empirical Meaning of Randomness with Respect to Parametric Families of Probability Distributions.

[BibT_eX]

[DOI]

Theory Comput. Syst., 2012

Asymptotically Optimal Algorithm for Short-Term Trading Based on the Method of Calibration

[BibT_eX]

[DOI]

CoRR, 2012

2011

On universal algorithms for adaptive forecasting.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2011

Online Learning in Case of Unbounded Losses Using Follow the Perturbed Leader Algorithm.

[BibT_eX]

[DOI]

J. Mach. Learn. Res., 2011

Calibration with Changing Checking Rules and Its Application to Short-Term Trading

[BibT_eX]

[DOI]

CoRR, 2011

On instability of the ergodic limit theorems with respect to small violations of algorithmic randomness.

[BibT_eX]

[DOI]

Proceedings of the 2011 IEEE International Symposium on Information Theory Proceedings, 2011

2009

On calibration error of randomized forecasting algorithms.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2009

Learning Volatility of Discrete Time Series Using Prediction with Expert Advice.

[BibT_eX]

[DOI]

Proceedings of the Stochastic Algorithms: Foundations and Applications, 2009

The Follow Perturbed Leader Algorithm Protected from Unbounded One-Step Losses.

[BibT_eX]

[DOI]

Proceedings of the Algorithmic Learning Theory, 20th International Conference, 2009

2008

A game-theoretic version of Oakes' example for randomized forecasting

[BibT_eX]

[DOI]

CoRR, 2008

Prediction with Expert Advice in Games with Unbounded One-Step Gains

[BibT_eX]

[DOI]

CoRR, 2008

On Sequences with Non-learnable Subsequences.

[BibT_eX]

[DOI]

Proceedings of the Computer Science, 2008

2007

On Empirical Meaning of Randomness with Respect to a Real Parameter.

[BibT_eX]

[DOI]

Proceedings of the Computer Science, 2007

2006

Distribution of investments in the stock market, information types, and algorithmic complexity.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2006

On impossibility of sequential algorithmic forecasting.

[BibT_eX]

[DOI]

Proceedings of the Kolmogorov Complexity and Applications, 29.01. - 03.02.2006, 2006

2005

Concentration Theorems for Entropy and Free Energy.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2005

Predictive complexity and information.

[BibT_eX]

[DOI]

J. Comput. Syst. Sci., 2005

2004

Maximum Entropy Principle in Non-ordered Setting.

[BibT_eX]

[DOI]

Proceedings of the Algorithmic Learning Theory, 15th International Conference, 2004

2003

Extremal Relations between Additive Loss Functions and the Kolmogorov Complexity.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2003

Problems of Robustness for Universal Coding Schemes.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2003

Methods of horizontal gene transfer determination using phylogenetic data.

[BibT_eX]

[DOI]

Vassily A. Lyubetsky

Silico Biol., 2003

Transductive Confidence Machine Is Universal.

[BibT_eX]

[DOI]

Ilia Nouretdinov

Alex Gammerman

Proceedings of the Algorithmic Learning Theory, 14th International Conference, 2003

2002

Does snooping help?

[BibT_eX]

[DOI]

Theor. Comput. Sci., 2002

On Complexity of Easy Predictable Sequences.

[BibT_eX]

[DOI]

Inf. Comput., 2002

Suboptimal Measures of Predictive Complexity for Absolute Loss Function.

[BibT_eX]

[DOI]

Inf. Comput., 2002

2001

Nonrobustness Property of the Individual Ergodic Theorem.

[BibT_eX]

[DOI]

Probl. Inf. Transm., 2001

Most Sequences Are Stochastic.

[BibT_eX]

[DOI]

Inf. Comput., 2001

Non-linear Inequalities between Predictive and Kolmogorov Complexity

[BibT_eX]

[DOI]

Electron. Colloquium Comput. Complex., 2001

Non-linear Inequalities between Predictive and Kolmogorov Complexities.

[BibT_eX]

[DOI]

Proceedings of the Algorithmic Learning Theory, 12th International Conference, 2001

1999

Algorithmic Complexity and Stochastic Properties of Finite Binary Sequences.

[BibT_eX]

[DOI]

Comput. J., 1999

1998

Non-Stochastic Infinite and Finite Sequences.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 1998

Ergodic Theorems for Individual Random Sequences.

[BibT_eX]

[DOI]

Theor. Comput. Sci., 1998

1996

Bayesianism: An Algorithmic Analysis.

[BibT_eX]

[DOI]