Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Universal Algorithm for Online Trading Based on the Method of
  Calibration   We present a universal algorithm for online trading in Stock Market which
performs asymptotically at least as good as any stationary trading strategy
that computes the investment at each step using a fixed function of the side
information that belongs to a given RKHS (Reproducing Kernel Hilbert Space).
Using a universal kernel, we extend this result for any continuous stationary
strategy. In this learning process, a trader rationally chooses his gambles
using predictions made by a randomized well-calibrated algorithm. Our strategy
is based on Dawid's notion of calibration with more general checking rules and
on some modification of Kakade and Foster's randomized rounding algorithm for
computing the well-calibrated forecasts. We combine the method of randomized
calibration with Vovk's method of defensive forecasting in RKHS. Unlike the
statistical theory, no stochastic assumptions are made about the stock prices.
Our empirical results on historical markets provide strong evidence that this
type of technical trading can "beat the market" if transaction costs are
ignored.

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The categories of this paper are: chem-ph
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The categories of this paper are: comp-gas
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The categories of this paper are: plasm-ph
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The categories of this paper are: funct-an
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The categories of this paper are: chao-dyn
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The categories of this paper are: mtrl-th
0
The categories of this paper are: hep-ph
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The categories of this paper are: math-ph
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The categories of this paper are: q-bio
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The categories of this paper are: hep-th
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The categories of this paper are: nucl-ex
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The categories of this paper are: math
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The categories of this paper are: ao-sci
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The categories of this paper are: astro-ph
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The categories of this paper are: econ
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The categories of this paper are: nlin