Novel Bayesian approach for non-stationary linear contextual bandits.
problem Non-stationary linear contextual bandits.
method Weighted Sequential Bayesian (WSB) inference.
result Established frequentist regret guarantees for new algorithms.
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3 results for “WSB”
Democratization of Retail Trading: Can Reddit's WallStreetBets Outperform Investment Bank Analysts?q-fin.ST
WSB community outperforms investment banks in stock picks.
problem Can WSB's community provide better investment advice than banks?
method Data-driven comparison of WSB and bank recommendations on S&P 500 stocks.
result WSB recommendations outperform banks in some cases and detect top stocks better.
WSB's investment advice significantly outperformed the S&P500 over 3 years, but not consistently.
problem Reliability of investment advice from WSB community.
method Data analysis of WSB posts and stock performance from 2019-2021.
result A WSB portfolio grew 200% over 3 years and 480% over 1 year, outperforming S&P500.