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Vladimir V"yugin Selected Publications
2017
Vladimir V. V"yugin. Online Aggregation of Unbounded Signed Losses Using Shifting Experts // Proceedings of Machine Learning Research V.60:P.1-15, 2017
http://proceedings.mlr.press/v60/
Eugeny Burnaev, Alexander Korotin, Vladimir V"yugin. Long-Term Sequential Prediction Using Expert Advice. arXiv:1711.03194 [cs.LG]
https://arxiv.org/abs/1711.03194
V. V. V’yugin, I. A. Stel’makh, and V. G. Trunov. Adaptive Algorithm of Tracking the Best Experts Trajectory. .Journal of Communications Technology and Electronics, 2017, Vol. 62, No. 12, pp. 1434–1447
2016
V.V. V"yugin, V.G.Trunov Applications of combined financial strategies based on universal adaptive forecasting Journal Automation and Remote Control, 77(8), 2016 P.1428-1446
http://mi.mathnet.ru/at14531 http://mi.mathnet.ru/rus/at/y2016/i8/p136
Vladimir V. V’yugin. On Stability of Probability Laws with Respect to Small Violations of Algorithmic Randomness. Theory of Computing Systems, 2016, P.403-423
http://link.springer.com/article/10.1007/s00224-015-9632-6
V. V. V’yugin, A. I. Shamsutdinov. Trading-Network Order Formation with the Help
of the Aggregation of Specialized Forecast Algorithms // Journal of Communications Technology and Electronics, 2016, Vol. 61, No. 12, pp. 1400–1410.
http://link.springer.com/article/10.1134/S1064226916120251
2015
Vladimir V"yugin. VC Dimension, Fat-Shattering Dimension, Rademacher Averages, and Their Applications, in Measures of Complexity. Festschrift for Alexey Chervonenkis. Editors: Vladimir Vovk, Harris Papadopoulos, Alexander Gammerman. 2015. pp. 54-74
V"yugin V.V. The Following the Perturbed Leader Algorithm and Its Application for Constructing Game Strategies. Journal of Communications Technology and Electronics, 2015, Vol. 60, No. 6, pp. 647–657
V"yugin V.V., Trunov V.G. Adaptive Universal Marketing Strategy. Journal of Communications Technology and Electronics, 2015, Vol. 60, No. 6, pp. 658–672.
Vladimir V. V"yugin. Log-Optimal Portfolio Selection Using the Blackwell Approachability Theorem", arxiv.org/abs/1410.5996
https://arxiv.org/abs/1410.5996
2013
Vladimir V. V’yugin, Vladimir G. Trunov, Universal algorithmic trading. Journal of Investment Strategies Volume 2/Number 1, Winter 2012/13 P.63–88.
https://pdfs.semanticscholar.org/1479/f188de9ff9f66be55e29c1d29964507823af.pdf
Vladimir V. V"yugin.. Universal Algorithm for Trading in Stock Market Based on the Method of Calibration.Lecture Notes in Artificial Intelligence (LNAI). 8139, P.53-67 (2013).
http://iitp.ru/upload/publications/6431/vyu3_alt_upload.pdf
2011-2012
Vladimir V. V"yugin Online Learning in Case of Unbounded Losses Using Follow the Perturbed Leader Algorithm // Journal of Machine Learning Research V.12. P. 241−266, 2011.
http://jmlr.csail.mit.edu/papers/volume12/vyugin11a/vyugin11a.pdf
V"yugin V.V. On universal algorithms for adaptive forecasting 2011 PROBLEMS OF INFORMATION TRANSMISSION Vol. 47, Iss. 2, pp. 166-189
https://link.springer.com/article/10.1134/S0032946011020074
Vladimir V. V"yugin On Empirical Meaning of Randomness with Respect to Parametric Families of Probability Distributions // Theory of Computing Systems: Volume 50, Issue 2 (2012), P.296-312.
http://iitp.ru/upload/publications/7025/param1.pdf
1993 - 2010
Vladimir G. Vovk, Vladimir V. V’yugin. On the empirical validity of the Bayesian method. Journal of the Royal Statistical Society B, 1993, v.55, N1, p.253--266.
Vladimir G. Vovk V.G., Vladimir V. V’yugin. Prequential Level of impossibility. Journal of the Royal Statistical Society B, 1994, v.56, N1, p.115--123.
V’yugin V.V. Algorithmic Entropy (complexity) of Finite Objects and its Application to Defining Randomness and Amount of Information // Selecta Mathematica formerly Sovietica, 1994, v.13, N4, p.357--389.
Vladimir V. V’yugin. Bayesianism: an algorithmic analysis. Information and Computation, 1996, v.127, N1, p.1--10.
Vladimir V. V’yugin. Ergodic theorems for individual random sequences. Theoretical Computer Science, 1998, v.207, N4, p.343-361.
Vladimir V. V’yugin. Non-stochastic infinite and finite sequences. Theoretical Computer Science, 1998, v.207, N4, p.363-382.
Vladimir V. V’yugin. Algorithmic complexity and stochastic properties of finite binary sequences. The Computer Journal, 1999, v.42, N4, p.294--317.
Vladimir V. V’yugin. Most Sequences are Stochastic Information and Computation, 2001, v.168, p.1-12.
Michael V. Vyugin, Vladimir V. V’yugin. Non-linear inequalities between Kolmogorov and predictive complexities. Proceedings of Twelfth Internatiolal Conference on Algorithmic Learning Theory -- ALT"01", 2001, pp.190-204.
Michael V. Vyugin., Vladimir V. V’yugin. Predictive complexity and information. Proceedingsof Fifteen International Conference on Computational Learning Theory -- COLT"02 Lecture Notes on Artificial Intelligence, 2375, 2002, pp.90-104.
Vladimir V. V’yugin. Does snooping help? Theoretical Computer Science, 276, 2002, pp.407-415
Vladimir V. V’yugin. Suboptimal measures of predictive complexity for absolute loss function. Information and Computation, 175, 2002, pp.146-157.
Michael V. Vyugin, Vladimir V. V’yugin. On complexity of easy predictable sequences. Information and Computation 178, 2002, pp.241—252.
http://iitp.ru/publications/index.php?lang=ru&search=&datestart=&datefinish=&type=&sort=&author=&userid=125&structure=&intcited=&page=2
Lyubetsky V.A., V’yugin V.V. Methods of horizontal gene transfer determination using phylogenetic data // In Silico Biology (An International Journal on Computational Molecular Biology), V. 3, No 1,2, 2003, p. 17-31 (the computer version http://www.bioinfo.de/isb/2003/03/0003).
Ilya Nuretdinov, Vladimir V"yugin, AlexanderGammerman. Transductive Confidence Machine is Universal. Lecture Notes in Computer Science, Algorithmic Learning Theory, 2842, Springer, Heidelberg, 2003. P. 283-297.
http://iitp.ru/upload/publications/1644/NEW3.pdf
Michael V. Vyugin, Vladimir V. V"yugin. Predictive complexity and information, Journal of Computer and System Sciences, v.70, 2005, N4, p.539-554.
http://iitp.ru/upload/publications/1626/P17.PDF
Vladimir V. V"yugin. On Calibration Error of Randomized Forecasting Algorithms. Theoretical Computer Science 410 (2009), P. 1781-1795. 2009.
http://iitp.ru/upload/publications/885/Finalversionvyugin.pdf
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