Aggregation of Adaptive Forecasting Algorithms Under Asymmetric Loss Function

Alexey Romanenko. Aggregation of Adaptive Forecasting Algorithms Under Asymmetric Loss Function. In Alexander Gammerman, Vladimir Vovk, Harris Papadopoulos, editors, Statistical Learning and Data Sciences - Third International Symposium, SLDS 2015, Egham, UK, April 20-23, 2015, Proceedings. Volume 9047 of Lecture Notes in Computer Science, pages 137-146, Springer, 2015. [doi]

@inproceedings{Romanenko15,
  title = {Aggregation of Adaptive Forecasting Algorithms Under Asymmetric Loss Function},
  author = {Alexey Romanenko},
  year = {2015},
  doi = {10.1007/978-3-319-17091-6_9},
  url = {http://dx.doi.org/10.1007/978-3-319-17091-6_9},
  researchr = {https://researchr.org/publication/Romanenko15},
  cites = {0},
  citedby = {0},
  pages = {137-146},
  booktitle = {Statistical Learning and Data Sciences - Third International Symposium, SLDS 2015, Egham, UK, April 20-23, 2015, Proceedings},
  editor = {Alexander Gammerman and Vladimir Vovk and Harris Papadopoulos},
  volume = {9047},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {978-3-319-17090-9},
}