They are used to state several theoretical results concerning the convergence and the convergence rate of learning systems (derivation of the asymptotic properties of recursive algorithms). The ...
Greenwood, Robin, and Luis M. Viceira. "Martingale Asset Management LP in 2008, 130/30 Funds, and a Low-Volatility Strategy (TN)." Harvard Business School Teaching Note 211-079, January 2011. (Revised ...
‘A beautiful exposition of the holomorphic side of martingale theory, where Hardy martingales play the leading role, with many deep applications to Banach spaces. Unlike most books on martingale ...
The Martingale Strategy is a popular betting system that doubles your bet after every loss. This approach follows the theory that a win will recover all previous losses and generate a profit equal to ...