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....
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...
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...
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...
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...