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

Sabrina Khurshid Mohammed Shahid Abdulla Gourab Ghatak

Published in: CoRR (2024)

Keyphrases

multi armed bandits
decision making
sharpe ratio
portfolio management
portfolio optimization
decision makers
decision support system
bandit problems
risk management
trading strategies
portfolio selection
multi armed bandit
data mining
machine learning
transaction costs
problems involving
test bed