The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
The task of clustering is to identify classes of similar objects among a set of objects. The definition of similarity varies from one clustering model to another. However, in most ...
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
The statistical analysis of Chinese stock market fluctuations modeled by the interacting particle systems has been done in this paper. The contact model and voter model of the inte...
: An explicit ion, implicit water solvent model for molecular dynamics was developed and tested with DNA and RNA simulations. The implicit water model uses the finite difference Po...
Ninad V. Prabhu, Manoranjan Panda, Qingyi Yang, Ki...
This paper presents the computational logic foundations of a model of agency called the KGP (Knowledge, Goals and Plan) model. This model allows the specification of heterogeneous...
Antonis C. Kakas, Paolo Mancarella, Fariba Sadri, ...
Experience in the physical sciences suggests that the only realistic means of understanding complex systems is through the use of mathematical models. Typically, this has come to ...
George Macleod Coghill, Ashwin Srinivasan, Ross D....
This paper proposes and experimentally validates a Bayesian network model of a range finder adapted to dynamic environments. All modeling assumptions are rigorously explained, and...
Tinne De Laet, Joris De Schutter, Herman Bruyninck...
The physical gestures that operate music instruments are responsible for the qualities of the sound being produced in a performance. Gestural information is thereby crucial for a ...