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Cluster KL-UCB: Optimism for the Best, Pessimism for the Rest
(2022-06-28)
The project presents an allocation strategy for the stochastic multi armed bandit
when considering instances with a clustered structure. Using the architecture
of the KL-UCB policy as a source of inspiration, an algorithm ...
Modelling the effect of multimodal pain rehabilitation
(2022-09-21)
Chronic pain is a cause of suffering in a large share of the population and a leading
public health problem. Multimodal pain rehabilitation (MMR) is a multidisciplinary
rehabilitation method commonly used to treat chronic ...
Decision Policies for Early Stage Clinical Trials with Multiple Endpoints
(2022-11-11)
Before a drug can be prescribed to patients, it must be shown to be safe and effective
for a certain indication in a controlled clinical trial (known as Phase III).
Such studies are costly to run and expose patients to ...
Artificial Intelligence for Option Pricing
(2022-06-19)
This thesis addresses the issue of vulnerable underlying assumptions used in option
pricing methodology. More precisely; underlying assumptions made on the financial
assets and markets make option pricing theory vulnerable ...
Investigation of portfolio strategies by means of simulation
(2022-07-01)
Portfolio insurance strategies are constructed to limit an investors loss but still reward
them when the market goes up. In this thesis we compare two portfolio insurance
strategies, Constant proportion portfolio insurance ...