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Optimal online prediction in adversarial environments

Bartlett, Peter L. (2010) Optimal online prediction in adversarial environments. Discovery Science [Lecture Notes in Artificial Intelligence], 6332, p. 371.

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Abstract

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

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ID Code: 43975
Item Type: Journal Article
Keywords: prediction problems, computer security, computational finance
DOI: 10.1007/978-3-642-16184-1_26
ISSN: 0302-9743
Subjects: Australian and New Zealand Standard Research Classification > INFORMATION AND COMPUTING SCIENCES (080000) > INFORMATION SYSTEMS (080600)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Past > Schools > Mathematical Sciences
Copyright Owner: Copyright 2010 Springer
Deposited On: 18 Aug 2011 01:15
Last Modified: 02 Oct 2013 04:44

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