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.

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 4 February 2018