1969 search results - page 21 / 394 » Financial Theory 1 |
SAGA
2007
Springer
14 years 1 months ago
2007
Springer
We consider applications of probabilistic techniques in the framework of algorithmic game theory. We focus on three distinct case studies: (i) The exploitation of the probabilistic...
SP
1989
IEEE
13 years 11 months ago
1989
IEEE
Everyone who has seen the movie Wall Street will have seen a commercial security policy in action. The recent work of Clark and Wilson and the WIPCIS initiative (the Workshop on I...
ATAL
2010
Springer
13 years 8 months ago
2010
Springer
Partially Observable Markov Decision Process (POMDP) is a popular framework for planning under uncertainty in partially observable domains. Yet, the POMDP model is riskneutral in ...
MANSCI
2008
13 years 7 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
CISS
2008
IEEE
14 years 2 months ago
2008
IEEE
—In this paper we present an Information Theoretic Estimator for the number of sources mutually disjoint in a linear mixing model. The approach follows the Minimum Description Le...