A genetic algorithm (GA) based feature subset selection algorithm is proposed in which the correlation structure of the features is exploited. The subset of features is validated a...
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
The stochastic root-finding problem (SRFP) is that of solving a system of q equations in q unknowns using only an oracle that provides estimates of the function values. This paper...
New feature selection algorithms for linear threshold functions are described which combine backward elimination with an adaptive regularization method. This makes them particular...
Precision achieved by stochastic sampling algorithms for Bayesian networks typically deteriorates in face of extremely unlikely evidence. To address this problem, we propose the E...