Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
The word "scalability" is used in a variety of ways by different simulation communities. This paper describes some of the more common usages and presents a general, unif...
In this paper we present an algorithm to compute all unirational fields of transcendence degree one containing a given finite set of multivariate rational functions. In particul...
Jaime Gutierrez, Rosario Rubio San Miguel, David S...
Background: Modeling of gene expression data from time course experiments often involves the use of linear models such as those obtained from principal component analysis (PCA), i...
Peter D. Wentzell, Tobias K. Karakach, Sushmita Ro...