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...
In this paper, we propose fast and efficient techniques to analyze the power grid with accurate modeling of the transistor network. The solution techniques currently available for...
Anand Ramalingam, Giri Devarayanadurg, David Z. Pa...
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimat...
Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, Geor...
Target tracking is an important application of wireless sensor networks. In this application, the sensor nodes collectively monitor and track the movement of an event or target ob...
With the goal to generate more scalable algorithms with higher efficiency and fewer open parameters, reinforcement learning (RL) has recently moved towards combining classical tec...