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PPSN
2010
Springer
13 years 6 months ago
Testing the Dinosaur Hypothesis under Empirical Datasets
In this paper we present the Dinosaur Hypothesis, which states that the behaviour of a market never settles down and that the population of predictors continually co-evolves with t...
Michael Kampouridis, Shu-Heng Chen, Edward P. K. T...
IJCAI
1997
13 years 9 months ago
Combining Knowledge Acquisition and Machine Learning to Control Dynamic Systems
This paper presents an interactive method for building a controller for dynamic systems by using a combination of knowledge acquisition and machine learning techniques. The aim is...
G. M. Shiraz, Claude Sammut
CIE
2009
Springer
14 years 3 months ago
Stability under Strategy Switching
We suggest that a process-like notion of strategy is relevant in the context of interactions in systems of self-interested agents. In this view, strategies are not plans formulated...
Soumya Paul, Ramaswamy Ramanujam, Sunil Easaw Simo...
WSC
2004
13 years 9 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
13 years 9 months ago
Project Risk Simulation Under Uncertain Construction Duration
This paper establishes a two-phase model to explore the financial risk of construction project under uncertain construction duration. Treated as a random variable in the model, th...
Kun-jung Hsu