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Empirical Bernstein Inequality for Martingales : Application to Online Learning
In this article we present a new empirical Bernstein inequality for bounded martingale difference sequences. This inequality refines the one by Freedman [1975] and is... -
Stock Exchange Mergers and Market Efficiency
The aim of this paper is to examine the positive and negative impacts of stock exchange mergers on the informational efficiency of the markets. We consider a range of...
