the profitability of the minimally-simple SHVR trading algorithm, ‘a tongue-in-cheek model of contemporary high … algorithms first established in a paper published at EMSS2020 was disrupted by the switch to FBAs: surprisingly, the algorithm …

uses a new contextual bandit algorithm, which we call MTGP-LR, to learn the reward functions that map features to trading … algorithm employs a new online change-point detection test to learn in non-stationary environments. As an application in optimal …