×

Interpretations of directed information in portfolio theory data compression, and hypothesis testing. (English) Zbl 1365.94128

Editorial remark: No review copy delivered.

MSC:

94A15 Information theory (general)
91G10 Portfolio theory
68P30 Coding and information theory (compaction, compression, models of communication, encoding schemes, etc.) (aspects in computer science)
PDF BibTeX XML Cite
Full Text: DOI arXiv