We introduce new online models for two important aspects of modern financial markets: Volume Weighted Average Price trading and limit order books. We provide an extensive study o...
Sham Kakade, Michael J. Kearns, Yishay Mansour, Lu...
In dynamic data driven applications modeling accurately the uncertainty of various inputs is a key step of the process. In this paper, we first review the basics of the Karhunen-L...
Didier Lucor, Chau-Hsing Su, George E. Karniadakis
There exist sound literature and algorithms for computing Liouvillian solutions for the important problem of linear ODEs with rational coefficients. Taking as sample the 363 secon...
Infrastructure management offices plan and complete several thousand small construction projects annually. Effective planning is vital if the public and private sectors are to mai...
Partial order methods have been introduced to avoid the state explosion problem in veri cation resulting from the representation of multiple interleavings of concurrent transitions...