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In this paper the sequential prediction problem with expert advice is considered when the loss is unbounded under partial monitoring scenarios. We deal with a wide class of the partial monitoring… (More)

- András György, György Ottucsák
- Comput. J.
- 2006

Adaptive routing algorithms are of great importance in the maintenance of packet-switched communication networks. A sufficiently flexible algorithm can yield increased quality of service (QoS), such… (More)

This paper gives an asymptotic analysis of the mean-variance (Markowitz-type) portfolio selection under mild assumptions on the market behavior. Theoretical results show the rate of underperformance… (More)

- Gérard Biau, Kevin Bleakley, László Györfi, György Ottucsák, LPMA Université Pierre
- 2008

Time series prediction covers a vast field of every-day statistical applications in medical, environmental and economic domains. In this paper we develop non-parametric prediction strategies based on… (More)

- András György, Tamás Linder, Gábor Lugosi, György Ottucsák
- Journal of Machine Learning Research
- 2007

The on-line shortest path problem is considered under various models of partial monitoring. Given a weighted directed acyclic graph whose edge weights can change in an arbitrary (adversarial) way, a… (More)

This paper provides a survey of discrete time, multi period, sequential investment strategies for financial markets. Under memoryless assumption on the underlying process generating the asset prices… (More)

- András György, Tamás Linder, György Ottucsák
- COLT
- 2006

The on-line shortest path problem is considered under partial monitoring scenarios. At each round, a decision maker has to choose a path between two distinguished vertices of a weighted directed… (More)

- György Ottucsák, László Györfi
- 2007 IEEE International Symposium on Information…
- 2007

A simple on-line procedure is considered for the prediction of a binary-valued sequence in the setup introduced and studied by Weissman and Merhav [2001], [2004], where only side information is… (More)

- András György, Gábor Lugosi, György Ottucsák
- COLT
- 2008

We consider a sequential version of the classical bin packing problem in which items are received one by one. Before the size of the next item is revealed, the decision maker needs to decide whether… (More)

In sequential prediction (decision) problems in general, a forecaster has to make a sequence of decisions. After each decision the forecaster suffers some loss, depending on the response of the… (More)

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