PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

EPrints submitted by Laszlo Gyorfi

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Number of EPrints submitted by this user: 10

Nonparametric nearest-neighbor-based sequential investment strategies
Laszlo Gyorfi, Frederic Udina and Harro Walk
Statistics and Decisions Volume 26, Number 2, pp. 145-157, 2009. ISSN 0721-2631

Growth optimal portfolio selection strategies with transaction costs
Laszlo Gyorfi and István Vajda
In: 19th International Conference on Algorithmic Learning Theory, ALT 2008, Proceedings Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence , 5254 . (2008) Springer-Verlag , Berlin, Heidelberg, Germany , pp. 108-122. ISBN 978-3-540-87986-2

Nonparametric sequential prediction of time series
K Bleakley, G Biau, Laszlo Gyorfi and Gyorgy Ottucsak
Journal of Nonparametric Statistics 2009. ISSN Print: 1048-5252 Online: 1029-0311

Quantization for nonparametric regression
Laszlo Gyorfi and Marten Wegkamp
IEEE Transactions on Information Theory Volume 54, Number 2, pp. 867-874, 2008. ISSN 0018-9448

Strongly consistent model selection for densities
Gérard Biau, Benoît Cadre, Luc Devroye and Laszlo Gyorfi
Test Volume 17, Number 3, pp. 531-545, 2008. ISSN 1133-0686 (Print) 1863-8260 (Online)

Nonparametric independence tests: space partitioning and kernel approaches
Arthur Gretton and Laszlo Gyorfi
In: 19th International Conference on Algorithmic Learning Theory, ALT 2008, Proceedings Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence , 5254 . (2008) Springer-Verlag , Berlin, Heidelberg, Germany , pp. 183-198. ISBN 978-3-540-87986-2

19th International Conference on Algorithmic Learning Theory, ALT 2008, Proceedings
Y. Freund, Laszlo Gyorfi, Gy. Turán and T. Zeugmann, ed. (2008) Lecture Notes in Computer Science/Lecture Notes in Artificial Intelligence , Volume 5254 . Springer-Verlag , Berlin, Heidelberg, Germany . ISBN 978-3-540-87986-2

Performance of auctions and sealed bids
Erol Gelenbe and Laszlo Gyorfi
In: 6th European Performance Engineering Workshop, EPEW 2009, Proceedings Lecture Notes in Computer Science , 5652 . (2009) Springer-Verlag , Berlin, Heidelberg, Germany , pp. 30-43. ISBN 978-3-642-02923-3

Machine Learning for Financial Engineering
Laszlo Gyorfi, Gyorgy Ottucsak and Harro Walk, ed. (2012) Advances in Computer Science and Engineering: Texts , Volume 8 . Imperial College Press . ISBN 978-1-84816-813-8

Empirical portfolio selection strategies with proportional transaction cost
Laszlo Gyorfi and Harro Walk
IEEE Transactions on Information Theory Volume 58, Number 10, pp. 6320-6331, 2012.