2 papers
q-fin.RM2025
Risk-aware Trading Portfolio Optimization
Marco Bianchetti, Gabriele D'Acunto, Gianmarco De Francisci Morales +3
We investigate portfolio optimization in financial markets from a trading and risk management perspective. We term this task Risk-Aware Trading Portfolio Optimization (RATPO), form…
cs.LG2023
Best-of-Both-Worlds Algorithms for Linear Contextual Bandits
Yuko Kuroki, Alberto Rumi, Taira Tsuchiya +2
We study best-of-both-worlds algorithms for -armed linear contextual bandits. Our algorithms deliver near-optimal regret bounds in both the adversarial and stochastic regimes, w…