This paper studies the properties of the continuous double auction trading mechanishm using an artificial market populated by heterogeneous computational agents. In particular, we...
: The mining of generic software components from legacy systems can be used as an auxiliary technique to revitalize systems. This paper presents a software maintenance approach tha...
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
The Portfolio Optimization problem consists of the selection of a group of assets to a long-term fund in order to minimize the risk and maximize the return of the investment. This...
By assembling information in such a way that it becomes an intellectual asset, an organization can link structured and unstructured information to allow people to exploit the info...