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 ΔOω.)
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 ΔOω.)