The European call option prices have well-known formulae in the Cox-RossRubinstein model [2], depending on the volatility of the underlying asset. Nevertheless it is hard to give ...
This paper suggests dense and switched modular primitives for a bond-graph-based GP design framework that automatically synthesizes designs for multi-domain, lumped parameter dynam...
Kisung Seo, Zhun Fan, Jianjun Hu, Erik D. Goodman,...
Answer-set programming (ASP) solvers must handle difficult computational problems that are NP-hard. These solvers are in the worst case exponential and their scope of applicabilit...
Raphael A. Finkel, Victor W. Marek, Neil Moore, Mi...
Electron velocity distribution obtained by direct spacecraft observation in space is contaminated by photoelectrons. The photoelectrons are generated due to the solar ultraviolet r...
In this paper we introduce a novel way of modeling distributions with a low latent dimensionality. Our method allows for a strict control of the properties of the mapping between ...