https://www.selleckchem.com/pr....oducts/disodium-Crom
The accuracy of SEP-POT value at risk (VaR) forecasts is backtested on seven stock indexes and three currency pairs and is compared with existing well-recognized methods. The results remain in favor of our model, showing that it constitutes a real alternative for forecasting extreme quantiles of financial returns.In this paper, we consider techniques for establishing lower bounds on the number of arm pulls for best-arm identification in the multi-armed bandit problem. While a recent divergence-based approach was shown to p
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