The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Since their publication in 1998 and 2001 respectively, Power and Electromagnetic Analysis (SPA, DPA, EMA) have been successfully used to retrieve secret information stored in cryp...
In this paper, we address the tradeo between exploration and exploitation for agents which need to learn more about the structure of their environment in order to perform more e e...
Shlomo Argamon-Engelson, Sarit Kraus, Sigalit Sina
Mallows and Riordan showed in 1968 that labeled trees with a small number of inversions are related to labeled graphs that are connected and sparse. Wright enumerated sparse connec...
Abstract. A stochastic spike train analysis technique is introduced to reveal the correlation between the firing of the next spike and the temporal integration period of two conse...