In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
Abstract--This paper considers the discovery of trading decision models from high-frequency foreign exchange (FX) markets data using genetic programming (GP). It presents a domain-...
Siddhartha Bhattacharyya, Olivier V. Pictet, Gille...
A model of resource access control is presented in which the access control to resources can employ user interaction to obtain the necessary permissions. This model is inspired by...
Motivated by applications that require mechanisms for describing the structure of object-oriented programs, adaptive star grammars are introduced, and their fundamental properties...
Frank Drewes, Berthold Hoffmann, Dirk Janssens, Ma...
This paper proposes a simple framework for building 'virtual networking agents'; programs that can communicate with users and collect information through the internet. T...