Abstract. The Monte-Carlo Tree Search algorithm has been successfully applied in various domains. However, its performance heavily depends on the Monte-Carlo part. In this paper, w...
Background: Genomewide association studies have resulted in a great many genomic regions that are likely to harbor disease genes. Thorough interrogation of these specific regions ...
Ryan Abo, Jathine Wong, Alun Thomas, Nicola J. Cam...
This paper develops a variant of Simulated Annealing (SA) algorithm for solving discrete stochastic optimization problems where the objective function is stochastic and can be eva...
A credit derivative is a path dependent contingent claim on the aggregate loss in a portfolio of credit sensitive securities. We estimate the value of a credit derivative by Monte...
Following the work of Hurvich, Shumway, and Tsai (1990), we propose an "improved" variant of the Akaike information criterion, AICi, for state-space model selection. The...