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We give an explicit solution to the five expert prediction with expert advice partial differential equation (PDE) in the finite-time horizon setting. The solution formula establishes that the adversary's rank strategy $(1,0,1,0,0)$ is globally optimal, and the COMB strategy $(1,0,1,0,1)$ is optimal exactly on the set w...
The correlation-weighted model using the original standardized measurements achieved the lowest root mean squared error in all nine primary outcome-cohort combinations and outperformed previously reported support vector regression or least-squares support vector regression reference values in eight of nine comparisons.
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