Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Abstract. In this paper we propose an original approach to solve the Inverse Kinematics problem. Our framework is based on Sequential Monte Carlo Methods and has the advantage to a...
In this paper we introduce XCSF with support vector prediction: the problem of learning the prediction function is solved as a support vector regression problem and each classifie...
We introduce a new approach to GA (Genetic Algorithms) based problem solving. Earlier GAs did not contain local search (i.e. hill climbing) mechanisms, which led to optimization d...
Hitoshi Iba, Tetsuya Higuchi, Hugo de Garis, Taisu...
: System identification is the art and science of building mathematical models of dynamic systems from observed input-output data. It can be seen as the interface between the real ...