Betting Strategies in Unbounded Game with Quadratic Hedge andOne-sided Unbounded Game　 (二乗ヘッジ非有界ゲーム及び片側非有界ゲームにおける賭け戦略)

Lew Yow Keong

（指導教員：竹村 彰通 教授／ 数理情報第4研究室）

研究概要

We give an exposition and numerical studies on Unbounded Game with Quadratic Hedge (UGQH). Unequivocally, we study conditions and behavior of hindsight optimum betting ratios and capital processes in UGQH. Furthermore, we assess the performances of some Bayesian betting strategies in UGQH. Besides, we also explore the properties of One-sided Unbounded Game (OUG) in the framework of game-theoretic probability of Shafer and Vovk (2001), which can be generalized further to give insights on other unbounded games.

Game protocol of UGQH.

卒論の感想

半年間の卒論を通して、研究の楽しみや大変さを実感できて色々学びました。指導教員の竹村先生をはじめ、心底より感謝申し上げます。