— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
We study agent societies where self-interested agents interact repeatedly over extended time periods. In particular, we are interested in environments where agents can form mutual...
Web search query logs contain traces of users’ search modifications. One strategy users employ is deleting terms, presumably to obtain greater coverage. It is useful to model a...
The paper presents some preliminary results on dynamic scheduling of model predictive controllers (MPCs). In an MPC, the control signal is obtained by on-line optimization of a co...
We describe a physically-based Monte Carlo technique for approximating bidirectional reflectance distribution functions (BRDFs) for a large class of geometries by directly simulat...
Stephen H. Westin, James Arvo, Kenneth E. Torrance