This paper introduces a three and a four order explicit time stepping method. These methods have high stage order and favorable monotonicity properties. The proposed methods are ba...
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...
The quantization based filtering method (see [13], [14]) is a grid based approximation method to solve nonlinear filtering problems with discrete time observations. It relies on o...
We discuss how to learn non-recursive directed probabilistic logical models from relational data. This problem has been tackled before by upgrading the structure-search algorithm i...
Daan Fierens, Jan Ramon, Maurice Bruynooghe, Hendr...
We propose a theory for reasoning about actions based on order-sorted predicate logic where one can consider an elaborate taxonomy of objects. We are interested in the projection ...