We present a novel portfolio selection technique, which replaces the traditional maximization of the utility function with a probabilistic approach inspired by statistical physics....
Robert Marschinski, Pietro Rossi, Massimo Tavoni, ...
Abstract. Approximations based on random Fourier features have recently emerged as an efficient and elegant methodology for designing large-scale kernel machines [4]. By expressing...
Shrinking feature sizes and process variations are of increasing concern in modern technology. It is urgent that we develop statistical interconnect timing models which are harmon...
Traditional data-oriented programming languages such as dataflow s and stream languages provide a natural abstraction for parallel programming. In these languages, a developer fo...
Arithmetic Asian options are financial derivatives which have the feature of path-dependency: they depend on the entire price path of the underlying asset, rather than just the in...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...