Universal Data Compression and Portfolio Selection.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/conf/focs/Cover96
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DBLP conf/focs/Cover96
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1996
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Universal Data Compression and Portfolio Selection.
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data compression; portfolio selection; universal data compression; universal portfolio selection; online portfolio algorithms; information theory; fundamental minimax redundancy game; minimax regret game; wealth growth rate; investment; entropy rate
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Universal Data Compression and Portfolio Selection.
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