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Tic-Tac-Toe Reinforcement Learning against adversary agent
RL to learn TTT against an adversary agent, where this adversary agent is handed off the learnt optimal policy of previous round...
mehr als 5 Jahre vor | 5 Downloads |
Gesendet
ANVILS-VOCE to estimate Variance of Conditional Expectation
ANVILS-VOCE stands for 'ANOVA with Varying Inner Loop Size used to estimate Variance of Conditional Expectation'. IIM Kozhikode
etwa 6 Jahre vor | 1 Download |
Gesendet
Variance of ANOVA Var-of-CE estimator from Sun-Apley-Staum
This code is used multiple times from within Var_Of_Var_Of_CE_Static_n_star_into_ANOVA.m
fast 7 Jahre vor | 1 Download |
Gesendet
Var of Var-of-CE when using Sun-Apley-Staum ANOVA
Sun-Apley-Staum (SAS) propose using 20% of budget to run a pilot simulation and infer an n* estimate, which they use further.
fast 7 Jahre vor | 0 Downloads |
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Closed-Form Var of Var-of-CE using modified SAS formula
Var-of-CE computation with changing inner-loop sizes results in a closed-form Var(Var-of-CE) estimate with a different formula, ...
fast 7 Jahre vor | 1 Download |
Gesendet
Calculation Var-of-Conditional-Expectation using dynamic n*
Variance of Conditional Expectation relies on outer-loops K and inner-loop size n*. Our code uses a per-stage estimated-and-refi...
fast 7 Jahre vor | 1 Download |
Gesendet
Var-of-CE estimation using simulation and Goda Estimator #3
The project related to Coefficients_In_Var_Of_VarOfCE_Estimator requires 3 files, ANOVA-n*-Var-Of-CE, ANOVA-n_k-Var-Of-CE and th...
etwa 7 Jahre vor | 1 Download |
Gesendet
Script to calculate and plot Variance of Var-of-CE estimator
2 ANOVA-based methods to estimate Variance-of-Conditional-Expectation are compared in terms of estimator's variance and other me...
etwa 7 Jahre vor | 1 Download |
Gesendet
Variance of Var-of-CE estimator using ANOVA formula
Code for Var({\hat{\sigma}}^2_M) of "Efficient Nested Simulation for Estimating the Variance of a Conditional Expectation", OR, ...
mehr als 7 Jahre vor | 1 Download |
Gesendet
Variance of ANOVA-based Var-of-CE estimator with varied n_k
Based on Derivation in Abdulla and Ramprasath, "Deriving variance of ANOVA-based estimator ...", IIMK Working Paper Series, 31 M...
mehr als 7 Jahre vor | 1 Download |
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SR-BLITS
Calculates Buy/Sell decision in a Security based on Backward-Looking Sharpe Ratio
mehr als 8 Jahre vor | 1 Download |
