This paper introduces algorithms for learning how to trade using insider (superior) information in Kyle's model of financial markets. Prior results in finance theory relied o...
In the minimum path coloring problem, we are given a list of pairs of vertices of a graph. We are asked to connect each pair by a colored path. Paths of the same color must be edg...
We develop a new algorithm, based on EM, for learning the Linear Dynamical System model. Called the method of Approximated Second-Order Statistics (ASOS) our approach achieves dra...
This paper introduces a novel convex kernel based method for color constancy computation with explicit illuminant parameter estimation. A simple linear render model is adopted and ...
Many real-world problems are multi-objective optimization problems and evolutionary algorithms are quite successful on such problems. Since the task is to compute or approximate t...