Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Each day a weather forecaster predicts a probability of each type of weather for the next day. After n days, all the predicted probabilities and the real weather data are sent to a...
Abstract. The classical perceptron algorithm is an elementary algorithm for solving a homogeneous linear inequality system Ax > 0, with many important applications in learning t...
Alexandre Belloni, Robert M. Freund, Santosh Vempa...
For polytopes P, Q Rd we consider the intersection P Q; the convex hull of the union CH(P Q); and the Minkowski sum P + Q. We prove that given rational H-polytopes P1, P2, Q it...
Recent research has focused on using the power of look-ahead to speed up the resolution of the Max-SAT problem. Indeed, look-ahead techniques such as Unit Propagation (UP) allow to...