The Game-Theoretic Probability and Finance Project

2001 Book

The project began with the book Probability and Finance: It's Only a Game by Shafer and Vovk.

2019 Book

A new book on the topic, Game-Theoretic Foundations for Probability and Finance, appeared in May 2019 (Wiley, Hoboken, NJ).

Working Papers

Subsequent to the publication of the 2001 book, the Rutgers–Royal Holloway research group led by Shafer and Vovk has posted over 50 working papers on game-theoretic probability and finance on this page. The page also includes papers by the Tokyo research group led by Takeuchi and Takemura. For information about other recent work on game-theoretic probability, see the on-line prediction wiki.

Selected Talks

History of Probability

This page is maintained by Vladimir Vovk.   Last modified on 24 July 2019