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...
This paper analyses the robustness of networked systems from a game-theoretical perspective. Networked systems often consist of several subsystems sharing resources interdependentl...
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
Hidden Markov Models, or HMMs for short, have been recently used in Bioinformatics for the classification of DNA or protein chains, giving rise to what is known as Profile Hidde...
In a problem arising in grooming for two-period optical networks, it is required to decompose the complete graph on n vertices into subgraphs each containing at most C edges, so t...
Charles J. Colbourn, Gaetano Quattrocchi, Violet R...