We consider the problem of decision-making with side information and unbounded loss functions. Inspired by probably approximately correct learning model, we use a slightly differe...
Ant Colony Optimization (ACO) has become quite popular in recent years. In contrast to many successful applications, the theoretical foundation of this randomized search heuristic...
Floating point arithmetic is a subject all too often ignored, yet, for agent-based models in particular, it has the potential to create misleading results, and even to influence e...
J. Gareth Polhill, Luis R. Izquierdo, Nicholas Mar...
We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
Abstract. The scope of the paper is animation facilities of computer algebra systems (CAS). Animation offers opportunities for visualization of complex mathematical concepts, provi...