7 citations · 7 across the 2 of their papers we have counts for
2 papers
q-fin.ST2016
A General Framework for Pairs Trading with a Control-Theoretic Point of View
Atul Deshpande, B. Ross Barmish
Pairs trading is a market-neutral strategy that exploits historical correlation between stocks to achieve statistical arbitrage. Existing pairs-trading algorithms in the literature…
stat.ML2015★ 7 cited
Sparse Dueling Bandits
Kevin Jamieson, Sumeet Katariya, Atul Deshpande +1
The dueling bandit problem is a variation of the classical multi-armed bandit in which the allowable actions are noisy comparisons between pairs of arms. This paper focuses on a ne…