Let p be a rational prime and let Φ(X) be a monic irreducible polynomial in Z[X], with nΦ = deg Φ and δΦ = vp(disc Φ). In [13] Montes describes an algorithm for the decomposi...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Abstract. Monte-Carlo tree search, especially the UCT algorithm and its enhancements, have become extremely popular. Because of the importance of this family of algorithms, a deepe...
We present algorithms that compute the linear and quadratic factors of supersparse (lacunary) bivariate polynomials over the rational numbers in polynomial-time in the input size....
— In this paper, we propose a novel low complexity soft-in soft-out (SISO) equalizer using the Markov chain Monte Carlo (MCMC) technique. Direct application of MCMC to SISO equal...