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We consider deterministic finite-horizon optimal control problems with a fixed initial state. We introduce an on-line policy iteration method, which, starting from a given policy, however obtained, generates a sequence of cost-improving…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Yuchao Li , Fei Chen , Yingke Li , Chuchu Fan , Dimitri Bertsekas

The Hicks induced innovation hypothesis states that a price increase of a production factor is a spur to invention. We propose an alternative hypothesis restating that a spur to invention require not only an increase of one factor but also…

General Economics · Economics 2021-06-29 Tomáš Evan , Vladimír Holý

For those concerned with the long-term value of their accounts, it can be a challenge to plan in the present for inflation-adjusted economic growth over coming decades. Here, I argue that there exists an economic constant that carries…

General Finance · Quantitative Finance 2012-11-14 Timothy J. Garrett

Various methods (or recipes) have been proposed to predict future solar activity levels - with mixed success. Among these, some precursor methods based upon quantities determined around or a few years before solar minimum have provided…

Astrophysics · Physics 2009-06-25 Manfred Schuessler

Kyle (1985) builds a pioneering and influential model, in which an insider with long-lived private information submits an optimal order in each period given the market maker's pricing rule. An inconsistency exists to some extent in the…

Trading and Market Microstructure · Quantitative Finance 2010-12-13 Fuzhou Gong , Deqing Zhou

Thanks to the increasing availability in computing power, high-dimensional engineering problems seem to be at reach. But the curse of dimensionality will always prevent us to try out extensively all the hypotheses. There is a vast…

Methodology · Statistics 2021-03-24 Pamphile T. Roy

Quantitative technology forecasting uses quantitative methods to understand and project technological changes. It is a broad field encompassing many different techniques and has been applied to a vast range of technologies. A widely used…

In this research we study productivity trends of hybrid corn - an important subdomain of food production. We estimate the yearly rate of yield improvement of hybrid corn (measured as bushel per acre) by using both information on yields…

Economics · Quantitative Finance 2017-06-20 Mariam Barry , Giorgio Triulzi , Christopher L. Magee

We empirically investigated the relationships between the degree of efficiency and the predictability in financial time-series data. The Hurst exponent was used as the measurement of the degree of efficiency, and the hit rate calculated…

Statistical Finance · Quantitative Finance 2009-11-13 Cheoljun Eom , Sunghoon Choi , Gabjin Oh , Woo-Sung Jung

The law of proportionate growth simply states that the time dependent change of a quantity $x$ is proportional to $x$. Its applicability to a wide range of dynamic phenomena is based on various assumptions for the proportionality factor,…

Physics and Society · Physics 2019-09-04 Frank Schweitzer

One of the greatest contributors of the 20th century among all academician in the field of statistical finance, M. F. M. Osborne published in 1956 [6] an essential paper and proposed to treat the question of stock market motion through the…

Statistical Finance · Quantitative Finance 2021-03-02 Geoffrey Ducournau

Artificial intelligence (AI) raises expectations of substantial increases in rates of technological and scientific progress, but such anticipations are often not connected to detailed ground-level studies of AI use in innovation processes.…

Computers and Society · Computer Science 2025-11-21 John P. Nelson , Olajide Olugbade , Philip Shapira , Justin B. Biddle

Forecasting is usually framed as a problem of model choice. This paper starts earlier, asking how much predictive information is available at each horizon. Under logarithmic loss, the answer is exact: the mutual information between the…

Applications · Statistics 2026-03-31 Peter Maurice Catt

METR's time horizon metric has grown exponentially since 2019, along with compute. However, it is unclear whether compute scaling will persist at current rates through 2030, raising the question of how possible compute slowdowns might…

Computers and Society · Computer Science 2025-11-26 Parker Whitfill , Ben Snodin , Joel Becker

The development of inventions is theorized as a process of searching and recombining existing knowledge components. Previous studies under this theory have examined myriad characteristics of recombined knowledge and their performance…

Digital Libraries · Computer Science 2024-11-15 Qing Ke , Ziyou Teng , Chao Min

In former work, we showed that a quantum algorithm is the sum over the histories of a classical algorithm that knows in advance 50% of the information about the solution of the problem - each history is a possible way of getting the…

Quantum Physics · Physics 2009-11-17 Giuseppe Castagnoli

Gemini said Lawmakers today face continuous calls to "future proof" the legal system against generative artificial intelligence, algorithmic decision-making, targeted advertising, and all manner of emerging technologies. This Article takes…

Computers and Society · Computer Science 2026-03-12 Gregory M. Dickinson

Taylor's law quantifies the scaling properties of the fluctuations of the number of innovations occurring in open systems. Urn based modelling schemes have already proven to be effective in modelling this complex behaviour. Here, we present…

Physics and Society · Physics 2020-10-07 F. Tria , I. Crimaldi , G. Aletti , V. D. P. Servedio

There is growing importance to detecting faults and implementing the best methods in industrial and real-world systems. We are searching for the most trustworthy and practical data-based fault detection methods proposed by artificial…

Systems and Control · Electrical Eng. & Systems 2023-01-11 Mohammad Hossein Modirrousta , Mahdi Aliyari Shoorehdeli , Mostafa Yari , Arash Ghahremani

Energy and power consumption are major limitations to continued scaling of computing systems. Inexactness, where the quality of the solution can be traded for energy savings, has been proposed as an approach to overcoming those limitations.…

Other Computer Science · Computer Science 2016-10-13 Sven Leyffer , Stefan M. Wild , Mike Fagan , Marc Snir , Krishna Palem , Kazutomo Yoshii , Hal Finkel