Mittagsseminar (in cooperation with A. Steger, D. Steurer and B. Sudakov)

Date and Time: Thursday, October 06, 2011, 12:15 pm

Duration: 30 minutes

Location: OAT S15/S16/S17

Speaker: Elad Hazan (Technion)

Learning in the game of investing

The stock market has inspired numerous mathematical models which besides being scientifically fascinating, greatly affect our everyday life. In this talk we will review the main approaches to investing, the relationship between them and describe recent algorithmic advances which interpolate between the models.

We start by reviewing the information theoretic approach to investing, and a recent algorithm in this model which is significantly more efficient. Next we'll consider further algorithmic advancements in online learning, and their implications in the standard statistical models for investing that are used in practice.

Based on work with Amit Agarwal, Adam Kalai and Satyen Kale.

The talk is self-contained, and no prior knowledge is assumed.

Upcoming talks     |     All previous talks     |     Talks by speaker     |     Upcoming talks in iCal format (beta version!)

Previous talks by year:   2024  2023  2022  2021  2020  2019  2018  2017  2016  2015  2014  2013  2012  2011  2010  2009  2008  2007  2006  2005  2004  2003  2002  2001  2000  1999  1998  1997  1996  

Information for students and suggested topics for student talks

Automatic MiSe System Software Version 1.4803M   |   admin login