How to price options efficiently and accurately is an important research problem. Options can be priced by the lattice model. Although the pricing results converge to the theoreti...
Modern feature-rich telecommunications services offer significant opportunities to human users. To make these services more usable, facilitating personalisation is very important....
David Lesaint, Deepak Mehta, Barry O'Sullivan, Lui...
Decision tree induction techniques attempt to find small trees that fit a training set of data. This preference for smaller trees, which provides a learning bias, is often justifie...
Christian Bessiere, Emmanuel Hebrard, Barry O'Sull...
We describe a simple iterative method for proving a variety of results in combinatorial optimization. It is inspired by Jain’s iterative rounding method (FOCS 1998) for designing...
The one-step anticipatory algorithm (1s-AA) is an online algorithm making decisions under uncertainty by ignoring future non-anticipativity constraints. It makes near-optimal decis...