bandit/papers, branch master A comparison of S&P500 and multi-armed bandits https://projects.horel.org/bandit/atom/papers?h=master 2011-10-22T15:40:55Z Added paper 2011-10-22T15:40:55Z Guillaume Horel guillaume.horel@gmail.com 2011-10-22T15:40:55Z urn:sha1:acb64762600b3139c8d17bd4555c895a45ca4a06 Add lecture on multi-armed bandits. 2011-10-20T14:49:10Z Thibaut Horel thibaut.horel@gmail.com 2011-10-20T14:49:10Z urn:sha1:8f7ce6c5d8feb1242e6dce41dbf901b13c497353 Add PLG book. 2011-10-20T14:43:50Z Thibaut Horel thibaut.horel@gmail.com 2011-10-20T14:43:50Z urn:sha1:cf348f7c3e024eb4454a722e6820bf59a063a19e Add some papers related to the strategy. 2011-10-04T23:19:18Z Thibaut Horel thibaut.horel@gmail.com 2011-10-04T23:19:18Z urn:sha1:9b184875f027c749ef35d1c99179b8b9f0d6a2d3 The algorithm is described in file rapport.pdf on page 13.