Browsing Matematisk institutt by Author "Eide, Simen"

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  • Dynamic slate recommendation with gated recurrent units and Thompson sampling 
    Eide, Simen; Leslie, David S.; Frigessi, Arnoldo (Journal article / Tidsskriftartikkel / PublishedVersion; Peer reviewed, 2022)
    Abstract We consider the problem of recommending relevant content to users of an internet platform in the form of lists of items, called slates. We introduce a variational Bayesian Recurrent Neural Net recommender system ...
  • Liquidity risk and valuation: Valuing and assessing risk in an illiquid market 
    Eide, Simen (Master thesis / Masteroppgave, 2014)
    The object of the thesis is to investigate, measure and analyse the impact of liquidity on portfolio value, risk and execution. We consider the formalism of [Acerbi and Scandolo, 2008] to value portfolios in markets exposed ...