226 search results - page 29 / 46 » A Monte-Carlo AIXI Approximation |
AMC
2008
13 years 7 months ago
2008
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
FS
2006
13 years 7 months ago
2006
Abstract. We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of appro...
WSC
2004
13 years 9 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
SIAMNUM
2010
13 years 2 months ago
2010
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
SIGGRAPH
1997
ACM
13 years 11 months ago
1997
ACM
We introduce a new class of primitive functions with non-linear parameters for representing light reflectance functions. The functions are reciprocal, energy-conserving and expres...