In this thesis, we investigated a sequential decision making problem. We tested
different policies for online portfolio optimization: for a given number of assets and
a time horizon, the weights on assets are rebalanced at every time step according to

We explore, in increasing complexity, various strategies for addressing the Multi-
Armed Bandit Problem in order to find the algorithm that maximizes the clickthrough
rate in the Exploration and Exploitation Challenge 3 competition. The data used
result from the actions…