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PPSN
2010
Springer
14 years 8 months ago
Testing the Dinosaur Hypothesis under Empirical Datasets
In this paper we present the Dinosaur Hypothesis, which states that the behaviour of a market never settles down and that the population of predictors continually co-evolves with t...
Michael Kampouridis, Shu-Heng Chen, Edward P. K. T...
IJCAI
1997
14 years 11 months ago
Combining Knowledge Acquisition and Machine Learning to Control Dynamic Systems
This paper presents an interactive method for building a controller for dynamic systems by using a combination of knowledge acquisition and machine learning techniques. The aim is...
G. M. Shiraz, Claude Sammut
CIE
2009
Springer
15 years 4 months ago
Stability under Strategy Switching
We suggest that a process-like notion of strategy is relevant in the context of interactions in systems of self-interested agents. In this view, strategies are not plans formulated...
Soumya Paul, Ramaswamy Ramanujam, Sunil Easaw Simo...
WSC
2004
14 years 11 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
14 years 11 months ago
Project Risk Simulation Under Uncertain Construction Duration
This paper establishes a two-phase model to explore the financial risk of construction project under uncertain construction duration. Treated as a random variable in the model, th...
Kun-jung Hsu