Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

Trend · papers per month

count% of corpus
0111 · May 202419922001200920172026
2 results for “SHVV”
Variance-Optimal Arm Selection: Misallocation Minimization and Best Arm Identificationcs.LG

The paper develops algorithms to minimize misallocation and identify the arm with the highest variance.

problem Minimizing misallocation and identifying the arm with the highest variance from a set of arms.
method Developed novel online algorithms UCB-VV for misallocation minimization and SHVV for fixed budget best arm identification.
result The algorithms achieve optimal performance in terms of misallocation and error probability.
Variance-Optimal Arm SelectionMisallocation MinimizationBest Arm IdentificationUCB-VVSHVV
2025-05-17abs ↗pdf ↗
Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Banditsq-fin.PM

Optimized Sharpe Ratio for better risk-adjusted decision-making in multi-armed bandits.

problem Challenging to optimize Sharpe Ratio (SR) in multi-armed bandits (MAB) due to constant regret.
method Proposed UCB-RSSR algorithm for RSSR maximization, derived path-dependent concentration bound and regret guarantees.
result UCB-RSSR outperforms existing algorithms and finds applications in risk-aware portfolio management.
Sharpe RatioMulti-Armed BanditsRegret MinimizationBest Arm IdentificationUCB
2024-05-28abs ↗pdf ↗