超ロバスト計算原理プロジェクト 講演会 Prof. Vovk

投稿日:2004/01/27投稿者:竹村彰通
日時:平成16年1月28日(水)15:00〜17:00
場所:工学部6号館セミナー室B
講演者:Prof. Vladimir Vovk
     Computer Learning Research Centre Department of Computer Science
     Royal Holloway, University of London

講演題目:The Game-Theoretic Capital Asset Pricing Model
概要:This talk will introduce the game-theoretic framework for probability
developed in \"Probability and Finance: It\'s Only a Game!\" (Shafer and
Vovk, New York: Wiley, June 2001).  The game-theoretic approach
reverses the usual relation between probability and finance: the main
mathematical results of the theory of probability (such as the laws of
large numbers, the law of the iterated logarithm, the central limit
theorem) become statements about financial markets; on the other hand,
many important financial-theoretic results can be stated in their pure
form, without using extraneous stochastic models.