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Presentation on an application of Multi-Arm bandits to market making

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cyrilgodart/BanditsInTheBank

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notebook
notebook
 
 
.gitattributes
.gitattributes
 
 
.gitignore
.gitignore
 
 
ABTesting-nextbandit.png
ABTesting-nextbandit.png
 
 
ABTesting-regret.png
ABTesting-regret.png
 
 
ABTestingn-BestBanditInHindsight.png
ABTestingn-BestBanditInHindsight.png
 
 
ABTestting-BestBandit.png
ABTestting-BestBandit.png
 
 
BanditsInTheBank.html
BanditsInTheBank.html
 
 
BanditsInTheBank.org
BanditsInTheBank.org
 
 
LICENSE
LICENSE
 
 
README.md
README.md
 
 
S-Curve.png
S-Curve.png
 
 
TS-nextbandit.png
TS-nextbandit.png
 
 
TS-regret.png
TS-regret.png
 
 
UCB-criteria.png
UCB-criteria.png
 
 
UCB-nextbandit.png
UCB-nextbandit.png
 
 
UCB-regret.png
UCB-regret.png
 
 
besthind-switchdet.png
besthind-switchdet.png
 
 
bestind-periodic.png
bestind-periodic.png
 
 
epscst-next-best-switch-det.png
epscst-next-best-switch-det.png
 
 
epsgreedy_const_bestbanditinhindsight.png
epsgreedy_const_bestbanditinhindsight.png
 
 
epsgreedy_const_nextbandit.png
epsgreedy_const_nextbandit.png
 
 
epsgreedy_const_regret.png
epsgreedy_const_regret.png
 
 
epsgreedy_const_switchproba.png
epsgreedy_const_switchproba.png
 
 
epsgreedy_dec_nextbandit.png
epsgreedy_dec_nextbandit.png
 
 
epsgreedy_dec_regret.png
epsgreedy_dec_regret.png
 
 
epsgreedy_dec_switchproba.png
epsgreedy_dec_switchproba.png
 
 
epsgreeedy_const_bestbandit.png
epsgreeedy_const_bestbandit.png
 
 
epsvar-next-best-switch-det.png
epsvar-next-best-switch-det.png
 
 
pnl-expected-curve.png
pnl-expected-curve.png
 
 
ts-next-best-switch-det.png
ts-next-best-switch-det.png
 
 
ts-pdf-periodiccase.png
ts-pdf-periodiccase.png
 
 
ts-pdf-switch-1200.png
ts-pdf-switch-1200.png
 
 
ts-pdf-switch-300.png
ts-pdf-switch-300.png
 
 
ts-pdf-switch-600.png
ts-pdf-switch-600.png
 
 
ts-pdf-switch-noisy.png
ts-pdf-switch-noisy.png
 
 
twogaussians-1.png
twogaussians-1.png
 
 
twogaussians-2.png
twogaussians-2.png
 
 
twogaussians-3.png
twogaussians-3.png
 
 
ucb-nextbest-switchdet.png
ucb-nextbest-switchdet.png
 
 

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BanditsInTheBank

Presentation on an application of Multi-Arm bandits to market making

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This presentation is meant to be used with Reveal.js.

Instructions

  1. Clone the directory
  2. Download a updated version of Reveal.js at https://revealjs.com/
  3. unzip the directory underneath the cloned directory
  4. From your browser, Ctrl+o and navigate to BanditsInTheBank.html file.

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Presentation on an application of Multi-Arm bandits to market making

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