Vladimir V. V'yugin - researchr alias

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Viewing Publication 1 - 15 from 15

2024

Prediction of Locally Stationary Data Using Expert AdviceVladimir V. V'yugin, Vladimir G. Trunov, Rasim D. Zukhba. poit, 60(1):35-52, March 2024. [doi]

2023

Online aggregation of conformal predictive systemsVladimir G. Trunov, Vladimir V. V'yugin. copa 2023: 430-449 [doi]

2019

Online Learning with Continuous Ranked Probability ScoreVladimir V. V'yugin, Vladimir G. Trunov. copa 2019: 163-177 [doi]

2017

Online Aggregation of Unbounded Signed Losses Using Shifting ExpertsVladimir V. V'yugin. copa 2017: 3-17 [doi]

2016

On Stability of Probability Laws with Respect to Small Violations of Algorithmic RandomnessVladimir V. V'yugin. mst, 58(3):403-423, 2016. [doi]

Applications of combined financial strategies based on universal adaptive forecastingVladimir V. V'yugin, Vladimir G. Trunov. aarc, 77(8):1428-1446, 2016. [doi]

2013

Universal Algorithm for Trading in Stock Market Based on the Method of CalibrationVladimir V. V'yugin. alt 2013: 53-67 [doi]

2012

On Empirical Meaning of Randomness with Respect to Parametric Families of Probability DistributionsVladimir V. V'yugin. mst, 50(2):296-312, 2012. [doi]

2011

On instability of the ergodic limit theorems with respect to small violations of algorithmic randomnessVladimir V. V'yugin. isit 2011: 1514-1518 [doi]

On universal algorithms for adaptive forecastingVladimir V. V'yugin. poit, 47(2):166-189, 2011. [doi]

2006

Distribution of investments in the stock market, information types, and algorithmic complexityVladimir V. V'yugin, Victor P. Maslov. poit, 42(3):251-261, 2006. [doi]

2005

Concentration Theorems for Entropy and Free EnergyVladimir V. V'yugin, Victor P. Maslov. poit, 41(2):134-149, 2005. [doi]

2003

Problems of Robustness for Universal Coding SchemesVladimir V. V'yugin. poit, 39(1):32-46, 2003. [doi]

Extremal Relations between Additive Loss Functions and the Kolmogorov ComplexityVladimir V. V'yugin, Victor P. Maslov. poit, 39(4):380-394, 2003. [doi]

2001

Nonrobustness Property of the Individual Ergodic TheoremVladimir V. V'yugin. poit, 37(2):108-119, 2001. [doi]

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