Fuzzy Cognitive Maps (FCMs) are a convenient tool for modeling and simulating dynamic systems. FCMs were applied in a large number of diverse areas and have already gained momentu...
Cooperative multi-agent systems are ones in which several agents attempt, through their interaction, to jointly solve tasks or to maximize utility. Due to the interactions among t...
This paper proposes a nonparametric Bayesian method for exploratory data analysis and feature construction in continuous time series. Our method focuses on understanding shared fe...
Recurrent neural networks serve as black-box models for nonlinear dynamical systems identification and time series prediction. Training of recurrent networks typically minimizes t...
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...