JMLR
2012
12 years 2 months ago
2012
We develop a new tool for data-dependent analysis of the exploration-exploitation trade-off in learning under limited feedback. Our tool is based on two main ingredients. The fi...
Book
"From an applications viewpoint, the main reason to study the subject of these notes is to help deal with the complexity of describing random, time-varying functions. A random...
Lecture Notes
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...