Monte Carlo simulation techniques that use function approximations have been successfully applied to approximately price multi-dimensional American options. However, for many pric...
Seven panelists, all simulation consultants, give their view of the future of simulation. There is some consistency in the views with four areas being mentioned by three of the pa...
This paper extends previous studies on learnability in non-acceptable numberings by considering the question: for which criteria which numberings are optimal, that is, for which nu...
We introduce ClueMaker, the first language designed specifically for approximate record matching. Clues written in ClueMaker predict whether two records denote the same thing based...
Martin Buechi, Andrew Borthwick, Adam Winkel, Arth...
Abstract. Approximations based on random Fourier features have recently emerged as an efficient and elegant methodology for designing large-scale kernel machines [4]. By expressing...