Financial Machine Learning – A Survey
We survey the nascent literature on machine learning in the study of financial markets. We highlight the best examples of what this line of research has to offe... (more…)
Read more »In this post I discuss the Multi Armed Bandit problem and its applications to feed personalization. First, I will use a simple synthetic example to visualize arm selection in with bandit algorithms, I also evaluate the performance of some of the best know… Read more