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by Abram Demski 219 days ago | link | parent

This uses logical inductors of distinctly different strengths. I wonder if there’s some kind of convexity result for logical inductors which can see each other? Suppose traders in \(\mathbb{P}_n\) have access to \(\mathbb{P}'_n\) and vice versa. Or perhaps just assume that the markets cannot be arbitrarily exploited by such traders. Then, are linear combinations also logical inductors?



by Vadim Kosoy 219 days ago | link

This is somewhat related to what I wrote about here. If you consider only what I call convex gamblers/traders and fix some weighting (“prior”) over the gamblers then there is a natural convex set of dominant forecasters (for each history, it is the set of minima of some convex function on \(\Delta\mathcal{O}^\omega\).)

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