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Value-at-risk in a market subject to regime switching

, and . Quantitative Finance, 7 (6): 609--619 (2007)

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Value-at-risk in a market subject to regime switching, and . Quantitative Finance, 7 (6): 609--619 (2007)Meta-Strategy for Multi-Time Negotiation: A Multi-Armed Bandit Approach., and . AAMAS, page 2048-2050. International Foundation for Autonomous Agents and Multiagent Systems, (2019)Meta-Strategy Based on Multi-Armed Bandit Approach for Multi-Time Negotiation., and . IEICE Trans. Inf. Syst., 103-D (12): 2540-2548 (2020)