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Lecture Notes
564views
16 years 9 months ago
Empirical Finance
These notes cover several topics such as Predicting Asset Returns, Linear Factor Model, Linear Factor Models in SDF Form, Consumption-Based Asset Pricing, Riskneutral Distributions...
Paul Söderlind

Lecture Notes
516views
16 years 9 months ago
Financial Economics
These notes cover several topics such as The classic capital asset pricing model, The CAPM in general equilibrium, Infinite horizon economies, Continuous time models, Asset pricing...
Antonio Mele
MFCS
2004
Springer
15 years 4 months ago
Approximating Boolean Functions by OBDDs
In learning theory and genetic programming, OBDDs are used to represent approximations of Boolean functions. This motivates the investigation of the OBDD complexity of approximatin...
Andre Gronemeier
STTT
2010
92views more  STTT 2010»
14 years 5 months ago
Don't care in SMT: building flexible yet efficient abstraction/refinement solvers
ion/refinement solvers1 Andreas Bauer , Martin Leucker , Christian Schallhart , Michael Tautschnig Computer Sciences Laboratory, Australian National University Institut f
Andreas Bauer 0002, Martin Leucker, Christian Scha...

Lecture Notes
746views
16 years 9 months ago
Martingales, Diffusions and Financial Mathematics
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
A.W. van der Vaart