Abstract. Many well-established concepts of object-oriented programming work for individual objects, but do not support object structures. The development of a verifying compiler r...
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 Cross-Entropy (CE) method is a modern and effective optimization method well suited to parallel implementations. There is a vast array of problems today, some of which are hig...
Gareth E. Evans, Jonathan M. Keith, Dirk P. Kroese
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
Using an adequate representation is often the key to solve complex problems in Artificial Intelligence. Hierarchical shape representations are very convenient in domains -such as ...