We formulate and study a decentralized multi-armed bandit (MAB) problem. There are distributed players competing for independent arms. Each arm, when played, offers i.i.d. reward a...
In this paper we present results of experimental work using machine learning techniques to rapidly identify Skype traffic. We show that Skype traffic can be identified by observin...
— When an agent observes its environment, there are two important characteristics of the perceived information. One is the relevance of information and the other is redundancy. T...
Zhihui Luo, David A. Bell, Barry McCollum, Qingxia...
We introduce a simple asset pricing model with two types of adaptively learning traders, fundamentalists and technical traders. Traders update their beliefs according to past perfo...
Abstract: Structure learning of dynamic Bayesian networks provide a principled mechanism for identifying conditional dependencies in time-series data. This learning procedure assum...