Seminar: Nadejda Drenska, Johns Hopkins University, A PDE Interpretation of Prediction with Expert Advice
SAS 4201We study the problem of prediction of binary sequences with expert advice in the online setting, which is a classic example of online machine learning. We interpret the binary sequence as the price history of a stock, and view the predictor as an investor, which converts the problem into a stock prediction problem. In this framework, an investor, who predicts the daily…