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The purpose of the paper is to present a new pricing method for clean spread options, and to illustrate its main features on a set of numerical examples produced by a dedicated computer code. The novelty of the approach is embedded in the…

Pricing of Securities · Quantitative Finance 2015-05-27 Rene Carmona , Michael Coulon , Daniel Schwarz

Model-based Reinforcement Learning (RL) integrates learning and planning and has received increasing attention in recent years. However, learning the model can incur a significant cost (in terms of sample complexity), due to the need to…

Machine Learning · Computer Science 2023-03-17 Jiajun Shen , Kananart Kuwaranancharoen , Raid Ayoub , Pietro Mercati , Shreyas Sundaram

Shapley-related techniques have gained attention as both global and local interpretation tools because of their desirable properties. However, their computation using conditional expectations is computationally expensive. Approximation…

Machine Learning · Statistics 2022-07-13 Zhipu Zhou , Jie Chen , Linwei Hu

On the basis of the information theory approach we propose a novel statistical scheme for analyzing the evolution of coupled adsorbate-substrate systems, in which the substrate undergoes the adsorbate-induced transformations. A relation…

Statistical Mechanics · Physics 2009-11-10 E. V. Vakarin , J. P. Badiali

In nature, most microbial populations have complex spatial structures that can affect their evolution. Evolutionary graph theory predicts that some spatial structures modelled by placing individuals on the nodes of a graph affect the…

Populations and Evolution · Quantitative Biology 2024-12-30 Alia Abbara , Lisa Pagani , Celia García-Pareja , Anne-Florence Bitbol

Structured representations like graphs and parse trees play a crucial role in many Natural Language Processing systems. In recent years, the advancements in multi-turn user interfaces necessitate the need for controlling and updating these…

Computation and Language · Computer Science 2020-10-07 Xuanli He , Quan Hung Tran , Gholamreza Haffari , Walter Chang , Trung Bui , Zhe Lin , Franck Dernoncourt , Nhan Dam

Fitness consequence of dispersal depends on property of the entire landscape, which patches are available and what are the cost of moving. These are information that are not available locally when an organism make the decision to disperse.…

Populations and Evolution · Quantitative Biology 2026-01-08 Wayne Liang , Rufus Johnstone

The unit selection problem aims to identify a set of individuals who are most likely to exhibit a desired mode of behavior, for example, selecting individuals who would respond one way if encouraged and a different way if not encouraged.…

Artificial Intelligence · Computer Science 2021-09-17 Ang Li , Judea Pearl

The paper describes a general glance to the use of element exchange techniques for optimization over permutations. A multi-level description of problems is proposed which is a fundamental to understand nature and complexity of optimization…

Data Structures and Algorithms · Computer Science 2011-02-23 Mark Sh. Levin

Conveying environmental data has grown interest in encouraging the adoption of eco-friendly lifestyles through data-driven strategies. This scope appeals to data visualizations representing the environmental purpose. For example, previous…

Human-Computer Interaction · Computer Science 2026-04-20 Elodie Bouzekri , Guillaume Riviere

A model is developed to study the effectiveness of innovation and its impact on structure creation and structure change on agent-based societies. The abstract model that is developed is easily adapted to any particular field. In any…

General Finance · Quantitative Finance 2010-08-31 Tanya Araujo , R. Vilela Mendes

Analysis of experimental kinetic dependences and results of the computer modeling of pairwise interactions in the heterogeneous system have shown that a character of its fractal property variation in the evolution process would be different…

Adaptation and Self-Organizing Systems · Physics 2007-05-23 K. S. Baktybekov , S. G. Karstina , E. N. Vertyagina , A. A. Baratova

Although software managers are generally good at new project estimation, their experience of scheduling rework tends to be poor. Inconsistent or incorrect effort estimation can increase the risk that the completion time for a project will…

Software Engineering · Computer Science 2010-07-30 Bee Bee Chua , June Verner

Visual design is critical to product success, and the subject of intensive marketing research effort. Yet visual elements, due to their holistic and interactive nature, do not lend themselves well to optimization using extant…

Human-Computer Interaction · Computer Science 2019-12-12 Namwoo Kang , Yi Ren , Fred Feinberg , Panos Papalambros

Design-based simulations - procedures that hold realized outcomes fixed and generate variation by resampling treatment assignment or shocks - are widely used in both methodological and applied work to assess inference procedures. This paper…

Econometrics · Economics 2026-03-13 Bruno Ferman

Feature models are widely used to capture the configuration space of software systems. Although automated reasoning has been studied for detecting problematic features and supporting configuration tasks, significantly less attention has…

Software Engineering · Computer Science 2026-03-18 Jose Manuel Sanchez , Miguel Angel Olivero , Ruben Heradio , Luis Cambelo , David Fernandez-Amoros

Mathematical benchmarks consisting of a range of mathematics problems are widely used to evaluate the reasoning abilities of large language models, yet little is known about how their structural properties influence model behaviour. In this…

Artificial Intelligence · Computer Science 2026-04-10 Lucía M. Cabrera , Isaac Saxton-Knight

Online platforms often have conflicting goals: they face tradeoffs between increasing efficiency and reducing disparities, where the latter may relate to objectives such as the longer-term health of the marketplace or the organization's…

General Economics · Economics 2025-03-05 Susan Athey , Dean Karlan , Emil Palikot , Yuan Yuan

Mathematical models with time dependent parameters are of great interest in financial Mathematics because they capture real life scenarios in the financial market. In this study, via the Lie group technique, we analyse evolution-type…

Pricing of Securities · Quantitative Finance 2015-03-12 Michael Okelola , Keshlan Govinder

In computing, as in many aspects of life, changes incur cost. Many optimization problems are formulated as a one-time instance starting from scratch. However, a common case that arises is when we already have a set of prior assignments, and…

Data Structures and Algorithms · Computer Science 2013-02-11 Edith Cohen , Graham Cormode , Nick Duffield , Carsten Lund