Browsing Computer Science by Title
Now showing items 934-953 of 1558
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The number of valid factorizations of Fibonacci prefixes
(Elsevier, 2019-07-05)We establish several recurrence relations and an explicit formula for V(n), the number of factorizations of the length-n prefix of the Fibonacci word into a (not necessarily strictly) decreasing sequence of standard Fibonacci ... -
The number of valid factorizations of Fibonacci prefixes
(Elsevier, 2019-07-05)We establish several recurrence relations and an explicit formula for , the number of factorizations of the length-n prefix of the Fibonacci word into a (not necessarily strictly) decreasing sequence of standard Fibonacci ... -
Numerical Methods for Continuous Time Mean Variance Type Asset Allocation
(University of Waterloo, 2010-04-19)Many optimal stochastic control problems in finance can be formulated in the form of Hamilton-Jacobi-Bellman (HJB) partial differential equations (PDEs). In this thesis, a general framework for solutions of HJB PDEs in ... -
Numerical Methods for Long-Term Impulse Control Problems in Finance
(University of Waterloo, 2008-05-16)Several of the more complex optimization problems in finance can be characterized as impulse control problems. Impulse control problems can be written as quasi-variational inequalities, which are then solved to determine ... -
Numerical Methods for Nonlinear Equations in Option Pricing
(University of Waterloo, 2003)This thesis explores numerical methods for solving nonlinear partial differential equations (PDEs) that arise in option pricing problems. The goal is to develop or identify robust and efficient techniques that ... -
Numerical Methods for Optimal Stochastic Control in Finance
(University of Waterloo, 2008-06-17)In this thesis, we develop partial differential equation (PDE) based numerical methods to solve certain optimal stochastic control problems in finance. The value of a stochastic control problem is normally identical to the ... -
Numerical Methods for Optimal Trade Execution
(University of Waterloo, 2012-09-19)Optimal trade execution aims at balancing price impact and timing risk. With respect to the mathematical formulation of the optimization problem, we primarily focus on Mean Variance (MV) optimization, in which the two ... -
Numerical Methods for Pricing a Guaranteed Minimum Withdrawal Benefit (GMWB) as a Singular Control Problem
(University of Waterloo, 2011-08-23)Guaranteed Minimum Withdrawal Benefits(GMWB) have become popular riders on variable annuities. The pricing of a GMWB contract was originally formulated as a singular stochastic control problem which results in a Hamilton ... -
Numerical Methods for Real Options in Telecommunications
(University of Waterloo, 2004)This thesis applies modern financial option valuation methods to the problem of telecommunication network capacity investment decision timing. In particular, given a cluster of base stations (wireless network with a ... -
Numerical Solutions of Two-factor Hamilton-Jacobi-Bellman Equations in Finance
(University of Waterloo, 2015-12-03)In this thesis, we focus on solving multidimensional HJB equations which are derived from optimal stochastic control problems in the financial market. We develop a fully implicit, unconditionally monotone finite difference ... -
Nymbler: Privacy-enhanced Protection from Abuses of Anonymity
(University of Waterloo, 2011-01-05)Anonymous communications networks help to solve the real and important problem of enabling users to communicate privately over the Internet. However, by doing so, they also introduce an entirely new problem: How can service ... -
Obedience-based Multi-Agent Cooperation for Sequential Social Dilemmas
(University of Waterloo, 2020-05-14)We propose a mechanism for achieving cooperation and communication in Multi-Agent Reinforcement Learning (MARL) settings by intrinsically rewarding agents for obeying the commands of other agents. At every timestep, agents ... -
Occlusion-Ordered Semantic Instance Segmentation
(University of Waterloo, 2023-08-23)Conventional semantic ‘instance’ segmentation methods offer a segmentation mask for each object instance in an image along with its semantic class label. These methods excel in distinguishing instances, whether they belong ... -
Offline Evaluation via Human Preference Judgments: A Dueling Bandits Problem
(University of Waterloo, 2022-11-22)The dramatic improvements in core information retrieval tasks engendered by neural rankers create a need for novel evaluation methods. If every ranker returns highly relevant items in the top ranks, it becomes difficult ... -
Offset Surface Light Fields
(University of Waterloo, 2003)For producing realistic images, reflection is an important visual effect. Reflections of the environment are important not only for highly reflective objects, such as mirrors, but also for more common objects such as ... -
On Achieving High Survivability in Virtualized Data Centers
(Institute of Electronics, Information and Communication Engineers, 2014-01-01)As businesses are increasingly relying on the cloud to host their services, cloud providers are striving to offer guaranteed and highly-available resources. To achieve this goal, recent proposals have advocated to offer ... -
On Computable Online Learning
(University of Waterloo, 2023-04-27)We initiate a study of computable online (c-online) learning, which we analyze under varying requirements for "optimality" in terms of the mistake bound. Our main contribution is to give a necessary and sufficient condition ... -
On Constant Factors in Comparison-Based Geometric Algorithms and Data Structures
(University of Waterloo, 2014-09-11)Many standard problems in computational geometry have been solved asymptotically optimally as far as comparison-based algorithms are concerned, but there has been little work focusing on improving the constant factors ... -
On Decoupling Concurrency Control from Recovery in Database Repositories
(University of Waterloo, 2005)We report on initial research on the concurrency control issue of compiled database applications. Such applications have a repository style of architecture in which a collection of software modules operate on a common ... -
On Design and Evaluation of High-Recall Retrieval Systems for Electronic Discovery
(University of Waterloo, 2017-03-08)High-recall retrieval is an information retrieval task model where the goal is to identify, for human consumption, all, or as many as practicable, documents relevant to a particular information need. This thesis ...