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MANSCI
2008
69views more  MANSCI 2008»
14 years 10 months ago
Modeling the Dynamics of Credit Spreads with Stochastic Volatility
This paper investigates a two-factor affine model for the credit spreads on corporate bonds. The
Kris Jacobs, Xiaofei Li
PPSN
2010
Springer
14 years 8 months ago
An Analysis of the XOR Dynamic Problem Generator Based on the Dynamical System
In this paper, we use the exact model (or dynamical system approach) to describe the standard evolutionary algorithm (EA) as a discrete dynamical system for dynamic optimization pr...
Renato Tinós, Shengxiang Yang
PRICAI
2004
Springer
15 years 3 months ago
Model Theory for PRS-Like Agents: Modelling Belief Update and Action Attempts
In this paper, we extend our earlier work on modelling the mental states of PRS-like agents by considering the dynamics of belief and modelling of action attempts. The major constr...
Wayne Wobcke
ICRA
2006
IEEE
82views Robotics» more  ICRA 2006»
15 years 4 months ago
Behavior Modeling in Man-machine Cooperative System based on Stochastic Switched Dynamics
— This paper presents a new mathematical model for the human behavior called Stochastic Switched Linear Dynamical (SS-LD) model. The SS-LD model can be regarded as a natural exte...
Naoyuki Yamada, Shinkichi Inagaki, Tatsuya Suzuki,...
NIPS
2008
14 years 11 months ago
Simple Local Models for Complex Dynamical Systems
We present a novel mathematical formalism for the idea of a "local model" of an uncontrolled dynamical system, a model that makes only certain predictions in only certai...
Erik Talvitie, Satinder Singh