We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Abstract— We propose a planning algorithm that allows usersupplied domain knowledge to be exploited in the synthesis of information feedback policies for systems modeled as parti...
Salvatore Candido, James C. Davidson, Seth Hutchin...
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
A continuous time Bayesian network (CTBN) uses a structured representation to describe a dynamic system with a finite number of states which evolves in continuous time. Exact infe...
A central aspect of reducing orientation problems in web navigation concerns the design of adequate navigation aids. Visualization of users' navigation path in form of a temp...