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Open problem: Fast and optimal online portfolio selection
Tim van Erven, Dirk van der Hoeven, Wojciech Kotłowski, Wouter M. Koolen
In Proceedings of the 33rd Annual Conference on Learning Theory (COLT), July 2020.
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Buy low, sell high
Wouter M. Koolen, Vladimir Vovk
Theoretical Computer Science, 558(0):144–158, October 2014. The special issue on Algorithmic Learning Theory for ALT 2012.
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Switching investments
Wouter M. Koolen, Steven de Rooij
Theoretical Computer Science, 473(0):61–76, February 2013. The special issue on Algorithmic Learning Theory for ALT 2010.
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Buy low, sell high
Wouter M. Koolen, Vladimir Vovk
In Proceedings of the 23rd International Conference on Algorithmic Learning Theory (ALT), LNAI 7568, pages 335–349. Springer, October 2012.
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Probability-free pricing of adjusted american lookbacks
A. Philip Dawid, Steven de Rooij, Peter Grünwald, Wouter M. Koolen, Glenn Shafer, Alexander Shen, Nikolai Vereshchagin, Vladimir Vovk
ArXiv, August 2011.
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Switching investments
Wouter M. Koolen, Steven de Rooij
In Proceedings of the 21st International Conference on Algorithmic Learning Theory (ALT), LNAI 6331, pages 239–254. Springer, October 2010.