The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
—Limited numerical precision of nVidia GeForce 8800 GTX and other GPUs requires careful implementation of PRNGs. The Park-Miller PRNG is programmed using G80’s native Value4f ...
We present the SQRAM architecture for quantum computing, which is based on Knill’s QRAM model. We detail a suitable instruction set, which implements a universal set of quantum ...
Rajagopal Nagarajan, Nikolaos Papanikolaou, David ...
Intuition suggests that random testing of object-oriented programs should exhibit a high difference in the number of defects detected by two different runs over the same amount of...
Ilinca Ciupa, Alexander Pretschner, Andreas Leitne...