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Vladimir Vovk is Professor of Computer Science at Royal Holloway, University of London; he also heads the Computer Learning Research Centre. His research interests include machine learning; predictive and Kolmogorov complexity, randomness, and information; the foundations of probability and statistics. He has published numerous research papers in these fields and two books: "Probability and finance: It's only a game" (with Glenn Shafer, Wiley, New York, 2001; Japanese translation: Iwanami
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Game-Theoretic Foundations for Probability and Finance

Glenn Shafer , Vladimir Vovk

Wiley

2019-05-08

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Game-theoretic probability and finance come of age Glenn Shafer and Vladimir Vovk’s Probability and Finance, published in 2001, showed that perfect-information games can be used to define mathematical probability. Based on fifteen years of further...

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