Classical game theoretic approaches that make strong rationality assumptions have difficulty modeling human behaviour in economic games. We investigate the role of finite levels o...
Debajyoti Ray, Brooks King-Casas, P. Read Montague...
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
We present an algorithm to dereverberate single- and multi-channel audio recordings. The proposed algorithm models the magnitude spectrograms of clean audio signals as histograms ...
This paper introduces a simple Markov process inspired by the problem of quasicrystal growth. It acts over two-letter words by randomly performing flips, a local transformation whi...
With the growing number of Web applications and their variety, the need to prevent unauthorised access to data and to ensure data integrity in distributed systems has led to an in...