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Computation Theory eJournal

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Viewing: 1 - 50 of 688 papers

1.

A Simplified Approach to Understanding the Kalman Filter Technique

Number of pages: 24 Posted: 07 May 2005 Last Revised: 17 Apr 2008
Working Paper Series
University of Richmond - E. Claiborne Robins School of Business, Auburn University and Georgia State University - Department of Finance
Downloads 19,314
2.

The Alpha Engine: Designing an Automated Trading Algorithm

High Performance Computing in Finance, Chapman & Hall/CRC Series in Mathematical Finance, 2017
Number of pages: 29 Posted: 12 Apr 2017 Last Revised: 03 May 2017
Working Paper Series
Flov technologies, Department of Banking and Finance, UZH and Lykke Corp
Downloads 6,959
3.

A Simple Approach to the Pricing of Bermudan Swaptions in the Multi-Factor Libor Market Model

Number of pages: 26 Posted: 07 Apr 1999
Working Paper Series
Bank of America Merrill Lynch
Downloads 5,846
4.

p-Hacking and False Discovery in A/B Testing

Number of pages: 46 Posted: 18 Jul 2018 Last Revised: 12 Dec 2018
Working Paper Series
University of Pennsylvania - The Wharton School, OpenDoor, Independent and University of Pennsylvania - Marketing Department
Downloads 5,390
5.

An Open-Source Implementation of the Critical-Line Algorithm for Portfolio Optimization

Algorithms, 6(1), pp.169-196, 2013
Number of pages: 29 Posted: 08 Jan 2013 Last Revised: 02 Jan 2016
Accepted Paper Series
Lawrence Berkeley National Laboratory and Cornell University - Operations Research & Industrial Engineering
Downloads 4,412
6.

Slave to the Algorithm? Why a 'Right to an Explanation' Is Probably Not the Remedy You Are Looking For

16 Duke Law & Technology Review 18 (2017)
Number of pages: 67 Posted: 24 May 2017 Last Revised: 06 Dec 2017
Accepted Paper Series
University of Newcastle and Alan Turing Institute - Alan Turing Institute
Downloads 3,330
7.

Sustainable and Unchallenged Algorithmic Tacit Collusion

University of Tennessee Legal Studies Research Paper No. 366, Oxford Legal Studies Research Paper No. 16/2019
Number of pages: 39 Posted: 06 Dec 2018 Last Revised: 13 Mar 2019
Working Paper Series
University of Oxford - Faculty of Law and University of Tennessee College of Law
Downloads 1,315
8.

Discrimination in the Age of Algorithms

Number of pages: 45 Posted: 07 Feb 2019 Last Revised: 12 Feb 2019
Working Paper Series
Cornell University - Department of Computer Science, University of Chicago, Harvard University - Department of Economics and Harvard Law School

Multiple version iconThere are 2 versions of this paper

Downloads 1,193
9.

Head and Shoulders: Not Just a Flaky Pattern

FRB of New York Staff Report No. 4
Number of pages: 67 Posted: 22 Jun 2007
Working Paper Series
Brandeis University - International Business School and Credit Suisse AG - London Headquarters
Downloads 1,179
10.

Enslaving the Algorithm: From a ‘Right to an Explanation’ to a ‘Right to Better Decisions’?

IEEE Security & Privacy (2018) 16(3), pp. 46-54, DOI: 10.1109/MSP.2018.2701152
Number of pages: 14 Posted: 16 Oct 2017 Last Revised: 15 Jul 2018
Accepted Paper Series
University of Newcastle and Alan Turing Institute - Alan Turing Institute
Downloads 963
11.

Genetic Algorithms: A Tool for Optimization in Econometrics - Basic Concept and an Example for Empirical Applications

ZEW Discussion Paper No. 02-41
Number of pages: 24 Posted: 12 Oct 2002
Working Paper Series
Centre for European Economic Research (ZEW) and ZEW – Leibniz Centre for European Economic Research
Downloads 676
12.

Genetic Algorithm Estimation of Interest Rate Term Structure

Banco de Espana Research Paper No. WP-0634
Number of pages: 35 Posted: 13 Dec 2006
Working Paper Series
Banco de España and University of Castilla-La Mancha
Downloads 609
13.

An Empirical Study of Multi-Objective Algorithms for Stock Ranking

Genetic Programming Theory and Practice, 2007
Number of pages: 16 Posted: 26 Jun 2007
Accepted Paper Series
State Street Corporate - State Street Global Advisors, Massachusetts Institute of Technology (MIT) and State Street Global Advisors
Downloads 597
14.

An Adaptive Approach to 'Stock Portfolio Optimizations with Genetic Algorithms'

Number of pages: 18 Posted: 02 Dec 2005
Working Paper Series
Ankara University - Social Science Institute and Ankara University - Faculty of Political Science
Downloads 519
15.

A Cheat Sheet for Algorithmic Trading of Investment Portfolios

Number of pages: 18 Posted: 23 Aug 2013
Working Paper Series
Belvedere Advisors LLC
Downloads 516
16.

A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure

Forthcoming in Management Science
Number of pages: 44 Posted: 29 Nov 2013 Last Revised: 21 Feb 2017
Accepted Paper Series
Hong Kong University of Science & Technology (HKUST) - Department of Industrial and Engineering and Logistics Management, Boston University and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 473
17.

Channel Auctions

Number of pages: 20 Posted: 31 Aug 2018
Working Paper Series
University of Pennsylvania - The Wharton School, Microsoft Corporation - Microsoft Research, New York City and Microsoft Research New York City
Downloads 385
18.
Downloads 373
19.

Algorithmic Collusion & Its Implications for Competition Law and Policy

Number of pages: 48 Posted: 14 Aug 2018 Last Revised: 11 Jan 2019
Working Paper Series
National University of Singapore (NUS), Faculty of Law
Downloads 357
20.

A 'Pencil Sharpening' Algorithm for Two Player Stochastic Games with Perfect Monitoring

Princeton University William S. Dietrich II Economic Theory Center Research Paper No. 078_2016
Number of pages: 79 Posted: 24 Feb 2016
Working Paper Series
Princeton University - Department of Economics, Princeton University - Department of Economics and Princeton University
Downloads 349
21.

Algorithms As Cartel Infringements – A Bibliography

Number of pages: 12 Posted: 12 Jul 2018
Working Paper Series
University of Muenster and University of Muenster
Downloads 335
22.

Test & Roll: Profit-Maximizing A/B Tests

Number of pages: 46 Posted: 01 Nov 2018 Last Revised: 23 May 2019
Working Paper Series
Drexel University - Department of Marketing and University of Pennsylvania - The Wharton School
Downloads 319
23.

When Is an Algorithm Transparent?: Predictive Analytics, Privacy, and Public Policy

IEEE: Security & Privacy, May/June 2018
Number of pages: 9 Posted: 12 Oct 2017 Last Revised: 21 Sep 2018
Accepted Paper Series
University of Illinois at Chicago and Chicago-Kent College of Law
Downloads 298
24.

Binary Governance: Lessons from the GDPR's Approach to Algorithmic Accountability

Southern California Law Review, Vol. 92, No. 6, 2019, U of Colorado Law Legal Studies Research Paper No. 19-9
Number of pages: 77 Posted: 03 Apr 2019 Last Revised: 09 Apr 2019
Working Paper Series
University of Colorado Law School
Downloads 283
25.

Neural Network Embedding of the Over-Dispersed Poisson Reserving Model

Number of pages: 30 Posted: 14 Dec 2018
Working Paper Series
RiskLab, ETH Zurich, AIG South Africa and RiskLab, ETH Zurich
Downloads 283
26.
Downloads 280
27.

Dynamic Programming Approaches for the Traveling Salesman Problem with Drone

Number of pages: 24 Posted: 13 Sep 2017 Last Revised: 06 Jun 2018
Working Paper Series
Erasmus Research Institute of Management (ERIM), Erasmus University Rotterdam (EUR) - Rotterdam School of Management (RSM) and Erasmus Research Institute of Management (ERIM)
Downloads 272
28.

Factors Influencing Smartphone Purchase Behavior Among Young Adults in Nigeria

International Journal of Recent Scientific Research, Vol. 7, Issue, 9, pp. 13248-13254, September, 2016
Number of pages: 7 Posted: 16 Feb 2018
Accepted Paper Series
Nnamdi Azikiwe University and Nnamdi Azikiwe University
Downloads 241
29.

Using Aggregate-Disaggregate Data Fusion to Forecast the Inflow and Outflow of Customers

Number of pages: 64 Posted: 11 Apr 2019
Working Paper Series
Emory University - Department of Marketing and Columbia Business School
Downloads 240
30.

Portfolio Allocation with Skewness Risk: A Practical Guide

Number of pages: 33 Posted: 15 Jul 2018 Last Revised: 08 Feb 2019
Working Paper Series
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 230
31.

Can Big Data Defeat Traditional Credit Rating?

Number of pages: 51 Posted: 11 Jan 2019
Working Paper Series
Tsinghua University - PBC School of Finance, Tsinghua University - PBC School of Finance, BaiRong Financial Information Service Co., Ltd, Tsinghua University - PBC School of Finance and Tsinghua University - PBC School of Finance
Downloads 215
32.

'Algorithmic Trading and Its Implications on Capital Markets'

2nd International Conference on Business Analytics & Intelligence (ICBAI) held at the Indian Institute of Science, Bangalore (India).
Number of pages: 14 Posted: 15 Dec 2016
Accepted Paper Series
IBM
Downloads 208
33.

Financial Analysis: Stock Market Prediction Using Deep Learning Algorithms

Proceedings of International Conference on Sustainable Computing in Science, Technology and Management (SUSCOM), Amity University Rajasthan, Jaipur - India, February 26-28, 2019
Number of pages: 7 Posted: 14 Jun 2019
Working Paper Series
VIT University, Vellore and VIT, Vellore-632014, India
Downloads 205
34.

Collusion by Algorithm: Does Better Demand Prediction Facilitate Coordination Between Sellers?

Number of pages: 18 Posted: 29 Oct 2018
Working Paper Series
University of Rochester - Simon Business School and Massachusetts Institute of Technology (MIT) - Management Science (MS)
Downloads 198
35.

Crashworthy Code

94 Washington Law Review 39, Ohio State Public Law Working Paper No. 465
Number of pages: 79 Posted: 06 Nov 2018 Last Revised: 31 Mar 2019
Accepted Paper Series
Ohio State University (OSU) - Michael E. Moritz College of Law
Downloads 182
36.

A Modelling of Bitcoin Price Dynamics by the Artificial Market Algorithm

Number of pages: 15 Posted: 20 Nov 2017
Working Paper Series
Shinsei Bank, Ltd
Downloads 178
37.

Computing Moment Inequality Models Using Constrained Optimization

USC-INET Research Paper No. 17-21
Number of pages: 22 Posted: 21 Jun 2017 Last Revised: 01 Aug 2017
Working Paper Series
University of Southern California - Department of Economics, University of Southern California - Department of Economics and California Institute of Technology
Downloads 176
38.

Computing MVA via Regression and Principal Component Analysis

Number of pages: 19 Posted: 18 Jul 2017 Last Revised: 18 Dec 2017
Working Paper Series
d-fine GmbH
Downloads 172
39.

Did the Introduction of Bitcoin Futures Crash the Bitcoin Market at the End of 2017?

Number of pages: 23 Posted: 10 Jan 2019 Last Revised: 04 Mar 2019
Working Paper Series
Ministry of Finance - Japan and Ministry of Finance - Japan - Policy Research Institute
Downloads 166
40.

Imputation of Multivariate Time Series Data - Performance Benchmarks for Multiple Imputation and Spectral Techniques

Number of pages: 18 Posted: 06 Jul 2017
Working Paper Series
IHS Markit, IHS Markit and Deloitte Financial Advisory Services
Downloads 164
41.

Prior-Independent Optimal Auctions

Columbia Business School Research Paper No. 18-24
Number of pages: 69 Posted: 23 Feb 2018 Last Revised: 19 Jun 2019
Working Paper Series
Columbia University - Columbia Business School and Columbia Business School - Decision Risk and Operations
Downloads 162
42.

Access to Algorithms

Fordham Law Review, Forthcoming
Number of pages: 52 Posted: 11 Apr 2019
Accepted Paper Series
Drexel University Thomas R. Kline School of Law
Downloads 149
43.

What Is (in) Good Data?

Good Data, Amsterdam: Institute of Network Cultures Theory on Demand Series, 2019 (Forthcoming).
Number of pages: 18 Posted: 27 Dec 2018
Accepted Paper Series
Queensland University of Technology - Faculty of Law, School of Information Technology and Electrical Engineering, University of Queensland and The Chinese University of Hong Kong (CUHK) - Faculty of Law
Downloads 141
44.

A Generalized Dynamic Factor Model for Panel Data: Estimation with a Two-Cycle Conditional Expectation-Maximization Algorithm

University of Massachusetts at Amherst Department of Resource Economics Working Paper No. 2013-1
Number of pages: 43 Posted: 18 Jan 2013
Working Paper Series
University of Massachusetts at Amherst - Department of Resource Economics and Boston University - School of Public Health, Department of Biostatistics
Downloads 138
45.

How to Argue with an Algorithm: Lessons from the COMPAS ProPublica Debate

Accepted for publication. The Colorado Technology Law Journal. Volume 17 Issue 1 http://ctlj.colorado.edu
Number of pages: 37 Posted: 19 Apr 2019
Accepted Paper Series
NYU Steinhardt
Downloads 128
46.

Mobile Phone Usage and Students' Perception towards M-Learning: A Case of Undergraduate Students in Pakistan

International Journal of E-Learning & Distance Education, Vol. 32, No. 1, 2017
Number of pages: 16 Posted: 18 Oct 2017
Accepted Paper Series
IQRA University - Islamabad Campus, IQRA University - Islamabad Campus and IQRA University, Islamabad Campus
Downloads 124
47.

Learning in Combinatorial Optimization: What and How to Explore

Number of pages: 66 Posted: 26 Sep 2017 Last Revised: 10 Jun 2019
Working Paper Series
University of North Carolina at Chapel Hill - Kenan-Flagler Business School, University of Chile - Industrial Engineering and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 123
48.

Against Algorithmic Decision-Making

Number of pages: 7 Posted: 19 Jun 2018
Working Paper Series
Northumbria University
Downloads 118
49.

Risk-Based Manpower Planning: A Tractable Multi-Period Model

Number of pages: 30 Posted: 10 May 2018
Working Paper Series
Massachusetts Institute of Technology (MIT) - Electrical Engineering and Computer Science, National University of Singapore and National University of Singapore (NUS) - NUS Business School
Downloads 113
50.

Smart Contracts in Insurance. A Law and Futurology Perspective

Number of pages: 44 Posted: 30 Jan 2019 Last Revised: 10 Feb 2019
Working Paper Series
Bocconi University - Department of Law
Downloads 112