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07/07/2023
BOF-UCB: A Bayesian-Optimistic Frequentist Algorithm for Non-Stationary Contextual Bandits
We propose a novel Bayesian-Optimistic Frequentist Upper Confidence Boun...
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05/25/2022
Learning from time-dependent streaming data with online stochastic algorithms
We study stochastic algorithms in a streaming framework, trained on samp...
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09/15/2021
Non-Asymptotic Analysis of Stochastic Approximation Algorithms for Streaming Data
Motivated by the high-frequency data streams continuously generated, rea...
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07/07/2021
Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model
Financial markets tend to switch between various market regimes over tim...
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06/03/2020
