Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
— Differential Evolution (DE) is a novel evolutionary approach capable of handling non-differentiable, non-linear and multi-modal objective functions. DE has been consistently ra...
Finite-domain constraint programming can be used to solve a wide range of problems by first modelling the problem as a set of constraints that characterise the problem’s solutio...
We describe a hybrid linear programming (LP) and evolutionary algorithm (EA) based resource matcher suitable for heterogeneous grid environments. The hybrid matcher adopts the ite...
In this paper we study, for the first time explicitly, the implications of endowing an interested party (i.e. a teacher) with the ability to modify the underlying dynamics of the ...
Zinovi Rabinovich, Lachlan Dufton, Kate Larson, Ni...