Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
: We adapt a combinatorial optimization algorithm, extremal optimization (EO), for the search problem in computational protein design. This algorithm takes advantage of the knowled...
The protein folding problem consists of predicting the functional (native) structure of the protein given its linear sequence of amino acids. Despite extensive progress made in un...
The success of stochastic algorithms is often due to their ability to effectively amplify the performance of search heuristics. This is certainly the case with stochastic sampling ...