A new paper co-authored by Yale SOM’s James Choi offers a simple tool to approximate an optimal investment strategy.

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since ...

Abstract: In this paper, a hypervolume contribution approximation method is proposed. The main idea is to find out all angular points in the hypervolume contribution region of the solution by ...

Abstract: Matrix approximation methods have successfully produced efficient, low-complexity approximate transforms for the discrete cosine transforms and the discrete Fourier transforms. For the DFT ...

This paper presents an analysis of properties of two hybrid discretisation methods for Gaussian derivatives, based on convolutions with either the normalised sampled Gaussian kernel or the integrated ...

1 College of Mathematics and Information Science, Nanchang Hangkong University, Nanchang, China. 2 School of Statistics and Data Science, Jiangxi University of Finance and Economics, Nanchang, China.

ABSTRACT: Accurately approximating higher order derivatives is an inherently difficult problem. It is shown that a random variable shape parameter strategy can improve the accuracy of approximating ...

A new technique can help researchers who use Bayesian inference achieve more accurate results more quickly, without a lot of additional work. Pollsters trying to predict presidential election results ...