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...
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...
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...
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...
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...