We show how to use linear belief functions to represent market information and financial knowledge, including complete ignorance, statistical observations, subjective speculations...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Informal learning environments (e.g., aquaria, zoos, science centers) are often inaccessible to the visually impaired. Sonification can make such environments more accessible whil...
Today, quasi-Monte Carlo (QMC) methods are widely used in finance to price derivative securities. The QMC approach is popular because for many types of derivatives it yields an es...
In this paper, we explore services and capabilities that can be enabled by the localization of various "assets" in a data center or IT environment. We also describe the u...