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Journals and Conferences
We present software for investigations with cut generating functions in the Gomory–Johnson model and extensions, implemented in the computer algebra system SageMath.
Consider the following question from the theory of linear inequalities over the reals: Given a (finite) system Ax ≤ b, exactly which linear inequalities 〈a, x〉 ≤ β are valid, i.e., satisfied for… (More)
We construct two HMMs to model the stock returns for every 10-day period. Our first model uses the Baum-Welch algorithm for inference about volatility, which regards volatility as hidden states and… (More)