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CSL
2007
Springer
14 years 3 months ago
Relativizing Small Complexity Classes and Their Theories
Existing definitions of the relativizations of NC1 , L and NL do not preserve the inclusions NC1 ⊆ L, NL ⊆ AC1 . We start by giving the first definitions that preserve them....
Klaus Aehlig, Stephen Cook, Phuong Nguyen
AML
2008
84views more  AML 2008»
13 years 9 months ago
Harrington's conservation theorem redone
Leo Harrington showed that the second-order theory of arithmetic WKL0 is 1 1-conservative over the theory RCA0. Harrington's proof is model-theoretic, making use of a forcing...
Fernando Ferreira, Gilda Ferreira
STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 9 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
ACMICEC
2007
ACM
102views ECommerce» more  ACMICEC 2007»
14 years 24 days ago
Learning to trade with insider information
This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
Sanmay Das
MP
2006
107views more  MP 2006»
13 years 8 months ago
Optimality conditions in portfolio analysis with general deviation measures
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...