Browsing by Author "Abdulla, Mohammed Shahid"

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Ctx-effSAMWMIX: A Contextual Multi-Armed Bandit Algorithm for personalized recommendations

Villari, Boby Chaitanya; Abdulla, Mohammed Shahid (Indian Institute of Management, 2017)

Machine Learning algorithms play an active role in modern day business activities and have been put to an extensive use in the marketing domain as well. In Ecommerce domain, these algorithms play an important role in ...
effSAMWMIX: An efficient Stochastic Multi-Armed Bandit Algorithm based on a Simulated Annealing with Multiplicative Weights

Villari, Boby Chaitanya; Abdulla, Mohammed Shahid (Indian Institute of Management, 2017-01)

—SAMWMIX, a Stochastic Multi-Armed Bandit(SMAB) which obtains a 𝑶𝑶(𝒍𝒍𝒍𝒍𝒍𝒍 T) where T being the number of steps in the time horizon, is proposed in the literature . A blind-SAMWMIX which incorporates an input ...
Portfolio choice decision making with NBP-effSAMWMIX: A Stochastic Multi-Armed Bandit Algorithm using Naïve Bandit Portfolio Approach

Villari, Boby Chaitanya; Abdulla, Mohammed Shahid (Indian Institute of Management, 2017-01)

Portfolio Selection Problem (PSP) is actively discussed in financial research. The choice of available assets poses the need for exploration and the objective to maximize the portfolio payoffs makes the PCP an explore-exploit ...

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