Almost sure null bankruptcy of testing-by-betting strategies
Fuente:
arXiv
Guardado en:
| Autores principales: | Wang, Hongjian, Agrawal, Shubhada, Ramdas, Aaditya |
|---|---|
| Formato: | Preprint |
| Publicado: |
2026
|
| Materias: | |
| Acceso en línea: | |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|
Ejemplares similares
Testing by Betting while Borrowing and Bargaining
por: Wang, Hongjian, et al.
Publicado: (2024)
por: Wang, Hongjian, et al.
Publicado: (2024)
E-values and sequential power-one tests for monotonicity and unimodality
por: Wang, Hongjian, et al.
Publicado: (2026)
por: Wang, Hongjian, et al.
Publicado: (2026)
Eventually LIL Regret: Almost Sure $\ln\ln T$ Regret for a sub-Gaussian Mixture on Unbounded Data
por: Agrawal, Shubhada, et al.
Publicado: (2025)
por: Agrawal, Shubhada, et al.
Publicado: (2025)
Cover meets Robbins while Betting on Bounded Data: $\ln n$ Regret and Almost Sure $\ln\ln n$ Regret
por: Agrawal, Shubhada, et al.
Publicado: (2026)
por: Agrawal, Shubhada, et al.
Publicado: (2026)
The optimal betting wealth growth rate
por: Ram, Ashwin, et al.
Publicado: (2026)
por: Ram, Ashwin, et al.
Publicado: (2026)
The extended Ville's inequality for nonintegrable nonnegative supermartingales
por: Wang, Hongjian, et al.
Publicado: (2023)
por: Wang, Hongjian, et al.
Publicado: (2023)
Sharp Matrix Empirical Bernstein Inequalities
por: Wang, Hongjian, et al.
Publicado: (2024)
por: Wang, Hongjian, et al.
Publicado: (2024)
On Stopping Times of Power-one Sequential Tests: Tight Lower and Upper Bounds
por: Agrawal, Shubhada, et al.
Publicado: (2025)
por: Agrawal, Shubhada, et al.
Publicado: (2025)
Central limit theorem for a partially observed interacting system of Hawkes processes I: subcritical case
por: Liu, Chenguang, et al.
Publicado: (2026)
por: Liu, Chenguang, et al.
Publicado: (2026)
Gordon Growth Model with Vector Autoregressive Process
por: Gankhuu, Battulga
Publicado: (2024)
por: Gankhuu, Battulga
Publicado: (2024)
Multiple testing under negative dependence
por: Chi, Ziyu, et al.
Publicado: (2022)
por: Chi, Ziyu, et al.
Publicado: (2022)
Multi-period static hedging of European options
por: Banerjee, Purba, et al.
Publicado: (2023)
por: Banerjee, Purba, et al.
Publicado: (2023)
Optimal sequential tests yield log-optimal e-processes
por: Ram, Ashwin, et al.
Publicado: (2026)
por: Ram, Ashwin, et al.
Publicado: (2026)
Power one sequential tests exist for weakly compact $\mathscr P$ against $\mathscr P^c$
por: Ram, Ashwin, et al.
Publicado: (2026)
por: Ram, Ashwin, et al.
Publicado: (2026)
Optimal nonparametric estimation of the expected shortfall risk
por: Bartl, Daniel, et al.
Publicado: (2024)
por: Bartl, Daniel, et al.
Publicado: (2024)
Arbitrage-free catastrophe reinsurance valuation for compound dynamic contagion claims
por: Jang, Jiwook, et al.
Publicado: (2025)
por: Jang, Jiwook, et al.
Publicado: (2025)
Generalized Orlicz premia
por: Aygün, Mücahit, et al.
Publicado: (2025)
por: Aygün, Mücahit, et al.
Publicado: (2025)
Closed-form empirical Bernstein confidence sequences for scalars and matrices
por: Chugg, Ben, et al.
Publicado: (2025)
por: Chugg, Ben, et al.
Publicado: (2025)
Positive Semidefinite Matrix Supermartingales
por: Wang, Hongjian, et al.
Publicado: (2024)
por: Wang, Hongjian, et al.
Publicado: (2024)
Information geometry of Lévy processes and financial models
por: Choi, Jaehyung
Publicado: (2025)
por: Choi, Jaehyung
Publicado: (2025)
Anytime-valid t-tests and confidence sequences for Gaussian means with unknown variance
por: Wang, Hongjian, et al.
Publicado: (2023)
por: Wang, Hongjian, et al.
Publicado: (2023)
Asymptotically optimal sequential change detection for bounded means
por: Ram, Ashwin, et al.
Publicado: (2026)
por: Ram, Ashwin, et al.
Publicado: (2026)
A variational approach to dimension-free self-normalized concentration
por: Chugg, Ben, et al.
Publicado: (2025)
por: Chugg, Ben, et al.
Publicado: (2025)
Dynamic Asset Pricing Theory for Life Contingent Risks
por: Ling, Patrick
Publicado: (2025)
por: Ling, Patrick
Publicado: (2025)
Finding good bets in the lottery, and why you shouldn't take them
por: Abrams, Aaron, et al.
Publicado: (2025)
por: Abrams, Aaron, et al.
Publicado: (2025)
On the existence of powerful p-values and e-values for composite hypotheses
por: Zhang, Zhenyuan, et al.
Publicado: (2023)
por: Zhang, Zhenyuan, et al.
Publicado: (2023)
A complete characterization of testable hypotheses
por: Larsson, Martin, et al.
Publicado: (2026)
por: Larsson, Martin, et al.
Publicado: (2026)
Eigenvector Overlaps of Random Covariance Matrices and their Submatrices
por: Attal, Elie, et al.
Publicado: (2025)
por: Attal, Elie, et al.
Publicado: (2025)
Interlacing Eigenvectors of Large Gaussian Matrices
por: Attal, Elie, et al.
Publicado: (2024)
por: Attal, Elie, et al.
Publicado: (2024)
Nonasymptotic and distribution-uniform Komlós-Major-Tusnády approximation
por: Waudby-Smith, Ian, et al.
Publicado: (2025)
por: Waudby-Smith, Ian, et al.
Publicado: (2025)
Distribution-uniform strong laws of large numbers
por: Waudby-Smith, Ian, et al.
Publicado: (2024)
por: Waudby-Smith, Ian, et al.
Publicado: (2024)
A nonparametric test for rough volatility
por: Chong, Carsten H., et al.
Publicado: (2024)
por: Chong, Carsten H., et al.
Publicado: (2024)
M-estimation with e-statistics
por: Wang, Hongjian, et al.
Publicado: (2026)
por: Wang, Hongjian, et al.
Publicado: (2026)
Signature-based validation of real-world economic scenarios
por: Andrès, Hervé, et al.
Publicado: (2022)
por: Andrès, Hervé, et al.
Publicado: (2022)
Time-Uniform Self-Normalized Concentration for Vector-Valued Processes
por: Whitehouse, Justin, et al.
Publicado: (2023)
por: Whitehouse, Justin, et al.
Publicado: (2023)
Combining Evidence Across Filtrations
por: Choe, Yo Joong, et al.
Publicado: (2024)
por: Choe, Yo Joong, et al.
Publicado: (2024)
Consistent Estimation of the High-Dimensional Efficient Frontier
por: Bodnar, Taras, et al.
Publicado: (2024)
por: Bodnar, Taras, et al.
Publicado: (2024)
Markov Chain Variance Estimation: A Stochastic Approximation Approach
por: Agrawal, Shubhada, et al.
Publicado: (2024)
por: Agrawal, Shubhada, et al.
Publicado: (2024)
When Frictions are Fractional: Rough Noise in High-Frequency Data
por: Chong, Carsten H., et al.
Publicado: (2021)
por: Chong, Carsten H., et al.
Publicado: (2021)
Short-time expansion of characteristic functions in a rough volatility setting with applications
por: Chong, Carsten H., et al.
Publicado: (2022)
por: Chong, Carsten H., et al.
Publicado: (2022)
Ejemplares similares
-
Testing by Betting while Borrowing and Bargaining
por: Wang, Hongjian, et al.
Publicado: (2024) -
E-values and sequential power-one tests for monotonicity and unimodality
por: Wang, Hongjian, et al.
Publicado: (2026) -
Eventually LIL Regret: Almost Sure $\ln\ln T$ Regret for a sub-Gaussian Mixture on Unbounded Data
por: Agrawal, Shubhada, et al.
Publicado: (2025) -
Cover meets Robbins while Betting on Bounded Data: $\ln n$ Regret and Almost Sure $\ln\ln n$ Regret
por: Agrawal, Shubhada, et al.
Publicado: (2026) -
The optimal betting wealth growth rate
por: Ram, Ashwin, et al.
Publicado: (2026)