Sciweavers

42 search results - page 4 / 9
» Natural Selection in Financial Markets: Does It Work
Sort
View
SODA
2012
ACM
278views Algorithms» more  SODA 2012»
11 years 10 months ago
Beyond myopic best response (in Cournot competition)
A Nash Equilibrium is a joint strategy profile at which each agent myopically plays a best response to the other agents’ strategies, ignoring the possibility that deviating fro...
Amos Fiat, Elias Koutsoupias, Katrina Ligett, Yish...
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 10 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
ELPUB
2000
ACM
13 years 11 months ago
Multimedia Cd-Rom as a Medium for Manuscript Preservation and Dissemination: The Design and Development of "Treasures of Islam"
The paper discusses the use of electronic publishing for the preservation and dissemination of rare manuscript material. It is based both upon the authors’ earlier work on multi...
Andrew Large, Jamshid Beheshti, Haidar Moukdad
JORS
2010
189views more  JORS 2010»
13 years 2 months ago
Monte Carlo scenario generation for retail loan portfolios
Monte Carlo simulation is a common method for studying the volatility of market traded instruments. It is less employed in retail lending, because of the inherent nonlinearities in...
J. L. Breeden, D. Ingram
ECIS
2004
13 years 8 months ago
Selling Packaged Software: An Ethical Analysis
Within the IS literature there is little discussion on selling software products in general and especially from the ethical point of view. Similarly, within computer ethics, altho...
Alison Adam, Ben Light