Standard financial techniques neglect extreme situations and regards large market shifts as too unlikely to matter. Such approach accounts for what occurs most of the time in the ...
Antoaneta Serguieva, John Hunter, Tatiana Kalganov...
In this paper, we propose a novel nonparametric modeling technique, namely Space Kernel Analysis (SKA), as a result of the definition of the space kernel. We analyze the uncertai...
There are a lot of industrial applications that can be solved competitively by hard computing, while still requiring the tolerance for imprecision and uncertainty that can be explo...