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Markov processes

Optimal statistical arbitrage trading of Berkshire Hathaway stock and its replicating portfolio

An-Sing Chen, Che-Ming Yang

published 15 Jan 2021

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Efficient crowdsourcing of crowd-generated microtasks

Abigail Hotaling, James P. Bagrow

published 17 Dec 2020

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On the conditional performance of the synthetic chart with unknown process parameters using the exceedance probability criterion

XueLong Hu, AnAn Tang, YuLong Qiao, JinSheng Sun, BaoCai Guo

published 05 Oct 2020

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Modeling the dynamics of the COVID-19 population in Australia: A probabilistic analysis

Ali Eshragh, Saed Alizamir, Peter Howley, Elizabeth Stojanovski

published 02 Oct 2020

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Change in global transmission rates of COVID-19 through May 6 2020

Ethan Obie Romero-Severson, Nick Hengartner, Grant Meadors, Ruian Ke

published 06 Aug 2020

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ToyArchitecture: Unsupervised learning of interpretable models of the environment

Jaroslav Vítků, Petr Dluhoš, Joseph Davidson, Matěj Nikl, Simon Andersson, Přemysl Paška, Jan Šinkora, Petr Hlubuček, Martin Stránský, Martin Hyben, Martin Poliak, Jan Feyereisl, Marek Rosa

published 18 May 2020

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Optimization of seat allocation with fixed prices: An application of railway revenue management in China

Wuyang Yuan, Lei Nie

published 21 Apr 2020

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Queues with the dropping function and general service time

Andrzej Chydzinski, Blazej Adamczyk

published 17 Jul 2019

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Langevin equations from experimental data: The case of rotational diffusion in granular media

Marco Baldovin, Andrea Puglisi, Angelo Vulpiani

published 22 Feb 2019

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An evolutionary game perspective on quantised consensus in opinion dynamics

Michalis Smyrnakis, Dario Bauso, Tembine Hamidou

published 04 Jan 2019

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A theoretical foundation for state-transition cohort models in health decision analysis

Rowan Iskandar

published 11 Dec 2018

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A multi-event combination maintenance model based on event correlation

Chunhui Guo, Chuan Lyu, Jiayu Chen, Dong Zhou

published 26 Nov 2018

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Efficiently sampling the realizations of bounded, irregular degree sequences of bipartite and directed graphs

Péter L. Erdős, Tamás Róbert Mezei, István Miklós, Dániel Soltész

published 13 Aug 2018

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