The Game-Theoretic Probability and Finance Project

Book

The project started from the book "Probability and Finance: It's Only a Game" by Shafer and Vovk. A new book on game-theoretic probability and finance ("Game-Theoretic Foundations for Probability and Finance") is to appear in May 2019 (Wiley, Hoboken, NJ).

Working Papers

Subsequent to the publication of this book, the Rutgers–Royal Holloway research group led by Shafer and Vovk has posted over 50 working papers on game-theoretic probability and finance on this page. The page also includes papers by the Tokyo research group led by Takeuchi and Takemura. For information about other recent work on game-theoretic probability, see the on-line prediction wiki.

Selected Talks

History of Probability

This page is maintained by Vladimir Vovk.   Last modified on 22 February 2019