no code implementations • 18 Nov 2020 • Atul Deshpande, John A Gubner, B. Ross Barmish
The Simultaneous Long-Short(SLS) controller for trading a single stock is known to guarantee positive expected value of the resulting gain-loss function with respect to a large class of stock price dynamics.
no code implementations • 31 Jan 2015 • Kevin Jamieson, Sumeet Katariya, Atul Deshpande, Robert Nowak
We prove that in the absence of structural assumptions, the sample complexity of this problem is proportional to the sum of the inverse squared gaps between the Borda scores of each suboptimal arm and the best arm.
