Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits

By Sabrina Khurshid, Mohammed Shahid Abdulla, Gourab Ghatak

Published 2024-05-28

Everscope rating

1795.4

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multi-Armed Bandit Optimization. Problem types: Regret Minimization, Best Arm Identification.

arXiv:2406.06552 · Paper rankings

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