BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Prediction Strategies without Loss - Rina Panigrahy\, Senior Resea
 rcher\, MSR-Silicon Valley Campus
DTSTART:20120713T100000Z
DTEND:20120713T110000Z
UID:TALK38981@talks.cam.ac.uk
CONTACT:Microsoft Research Cambridge Talks Admins
DESCRIPTION:Is it possible to invest in the stock market in a way that you
  never lose money and gain when the stock market goes up a lot? (wont that
  be nice.)\n \nWe show that this may not be entirely impossible. In fact i
 t is pretty much possible at least in a theoretical sense. Under some simp
 lifying assumptions we show that there is an investment strategy that does
 n’t lose much if the market falls and gains some if the market gains whi
 le giving up some of the gains. The assumption we make is that the per day
  change is bounded say at most 1%. While the 1% bound may not be always tr
 ue in practice it is indeed not more than a few multiples in most days.\n 
 \nWe will also look at how these algorithms do in practice.\nhttp://arxiv4
 .library.cornell.edu/abs/1008.3672   (NIPS 2012)
LOCATION:Large public lecture room\, Microsoft Research Ltd\, 7 J J Thomso
 n Avenue (Off Madingley Road)\, Cambridge
END:VEVENT
END:VCALENDAR