The non-stationary stochastic multi-armed bandit problem.

Robin Allesiardo Raphaël Féraud Odalric-Ambrym Maillard

Published in: Int. J. Data Sci. Anal. (2017)

Keyphrases

non stationary
fractional brownian motion
markov processes
adaptive algorithms
random fields
blind source separation
stock price
autoregressive
empirical mode decomposition
gaussian mixture model
concept drift
financial time series