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AAIM
2007
Springer
94views Algorithms» more  AAIM 2007»
14 years 3 months ago
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options
Abstract. Pricing arithmetic average options continues to intrigue researchers in the field of financial engineering. Since there is no analytical solution for this problem until...
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
AAMAS
2007
Springer
14 years 3 months ago
Optimal Control in Large Stochastic Multi-agent Systems
Abstract. We study optimal control in large stochastic multi-agent systems in continuous space and time. We consider multi-agent systems where agents have independent dynamics with...
Bart van den Broek, Wim Wiegerinck, Bert Kappen
ATAL
2007
Springer
14 years 3 months ago
On the Behavior of Competing Markets Populated by Automated Traders
Abstract. Real market institutions, stock and commodity exchanges for example, do not occur in isolation. Company stock is frequently listed on several stock exchanges, allowing tr...
Jinzhong Niu, Kai Cai, Simon Parsons, Elizabeth Sk...
COLT
2007
Springer
14 years 3 months ago
Improved Rates for the Stochastic Continuum-Armed Bandit Problem
Abstract. Considering one-dimensional continuum-armed bandit problems, we propose an improvement of an algorithm of Kleinberg and a new set of conditions which give rise to improve...
Peter Auer, Ronald Ortner, Csaba Szepesvári
ECAL
2007
Springer
14 years 3 months ago
New Models for Old Questions: Evolutionary Robotics and the 'A Not B' Error
Abstract. In psychology the ‘A not B’ error, whereby infants perseverate in reaching to the location where a toy was previously hidden after it has been moved to a new location...
Rachel Wood, Ezequiel A. Di Paolo