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Alireza Rezvanian, S. Mehdi Vahidipour and Ali Mohammad Saghiri
Artificial immune systems (AIS), as nature-inspired algorithms, have been developed to solve various types of problems, ranging from machine learning to optimization. This paper proposes a novel hybrid model of AIS that incorporates cellular automata (CA...
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Elettra Agliardi and Rossella Agliardi
A new explicit form is provided for the solution of optimal stopping problems involving a multidimensional geometric Brownian motion. A free-boundary value approach is adopted and the value function is obtained via fundamental solution methods. There are...
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Francisco Miguel García-Olmedo, Jesús García-Miranda and Pedro González-Rodelas
The conjunctive normal form (CNF) algorithm is one of the best known and most widely used algorithms in classical logic and its applications. In its algebraic approach, it makes use in a loop of a certain well-defined operation related to the ?distributi...
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Martin Kenyeres and Jozef Kenyeres
Consensus-based data aggregation in d-regular bipartite graphs poses a challenging task for the scientific community since some of these algorithms diverge in this critical graph topology. Nevertheless, one can see a lack of scientific studies dealing wi...
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Guilherme Perin, Lichao Wu and Stjepan Picek
The adoption of deep neural networks for profiling side-channel attacks opened new perspectives for leakage detection. Recent publications showed that cryptographic implementations featuring different countermeasures could be broken without feature selec...
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Zhenya Liu and Yuhao Mu
Investors decide the best time to take a given action by maximizing their utility function while taking into account current information and the underlying process in the optimal stopping model. Option pricing, sequential analysis, disorder problems, and...
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Giorgia Franchini, Micaela Verucchi, Ambra Catozzi, Federica Porta and Marco Prato
It is well known that biomedical imaging analysis plays a crucial role in the healthcare sector and produces a huge quantity of data. These data can be exploited to study diseases and their evolution in a deeper way or to predict their onsets. In particu...
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Kezhou Chen, Xing Liu, Shiteng Jin, Longfei Li, Xin He, Tao Wang, Guopeng Mi, Yinggang Shi and Wei Li
In order to realize the automatic cutting of arch shed pillars, an automatic cuttage device for an arch shed pillar with force feedback was designed in this study. First, the wind resistance of the arch shed was simulated and analyzed using ANSYS, and th...
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Pavel V. Gapeev, Libo Li and Zhuoshu Wu
We derive explicit solutions to the perpetual American cancellable standard put and call options in an extension of the Black?Merton?Scholes model. It is assumed that the contracts are cancelled at the last hitting times for the underlying asset price pr...
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Maria Katarzyna Stachowiak and Krzysztof Józef Szajowski
The study considers the usage of a probabilistic optimization method called Cross-Entropy (CE). This is the version of the Monte Carlo method created by Reuven Rubinstein (1997). It was developed in the context of determining rare events. Here we will pr...
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