Generalized Bandit Problems 1 (2003)

This paper describes the problem quite well and has a few examples of its application to finance.

Similarities between Named Entities

The paper: "An Information-Theoretic Definition of Similarity" is an interesting read - especially the Word similarity section. It would interesting to use this concept to perform similarity detection between named entities. That is: P(A|B,D) - given that named entity B has occured in document D, what is the probability of entity A?