108 indexed results
Unlike traditional reinforcement learning (RL), market-based RL is in principle applicable to worlds described by partially observable Markov Decision Processes
We analyze a simple model of adaptive competition which captures essential features of a variety of adaptive competitive systems in
On information security outsourcing market, an important reason that firms do not want to let outside firms(usually called MSSPs-Managed Security
We propose a model with heterogeneous interacting traders which can explain some of the stylized facts of stock market returns.
We are moving toward a distributed, international, twenty-four hour, electronic stock exchange. The exchange will use the global Internet, or
We use a renormalization group method, similar to that developed for random spin chains, to infer information about the layouts
Modifications of the Cont-Bouchaud percolation model for price fluctuations give an asymmetry for time-reversal, an asymmetry between high and low
As a typical representation of complex networks studied relatively thoroughly, financial market presents some special details, such as its nonconservation
Retracted after receiving a detailed clarification from Coolen
We discuss recent work in the study of a simple model for the collective behaviour of diverse speculative agents in
We present analytic and numerical results for two models, namely the minority model and the bar-attendance model, which offer simple
In this paper, we study the problem of designing proxies (or portfolios) for various stock market indices based on historical
This focused study on state-level policy and access patterns contributes to a fuller understanding of how these invisible barriers work
Adapting a simple biological model, we study the effects of control on the market. Companies are depicted as sites on
This paper has been withdrawn by the author: it was a too preliminary version.
The problem of insider trading and other illegal practices in financial markets is an important issue in the field of
As Grids are emerging as the next generation service-oriented computing platforms, they need to support Grid economy that helps in
This is an essay solicited by Europhysics News, published in its March/April 1998 issue with slight modifications. We outline some
We propose that the minimal requirements for a model of stock market price fluctuations should comprise time asymmetry, robustness with
We present a method that uses distances between nearest neighbors in Takens space to evaluate a level of noise. The
Specialized topics on financial data analysis from a numerical and physical point of view are discussed. They pertain to the
A new stochastic theory of a foreign exchange markets dynamics is developed. As a result we have the new probability
Standard quantitative models of the stock market predict a log-normal distribution for stock returns (Bachelier 1900, Osborne 1959), but it
This paper has been withdrawn by the author: it was a too preliminary version