Geoffrey Lee

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Imitating human-like behaviour in action games is a challenging but intriguing task in Artificial Intelligence research, with various strategies being employed to solve the human-like imitation problem. In this research we consider learning human-like behaviour via Markov decision processes without being explicitly given a reward function, and learning to(More)
Drug release from collagen matrices is in most cases governed by diffusion from swollen matrices but also enzymatic matrix degradation or hydrophobic drug/collagen interactions may contribute. To reduce water uptake and to prolong the release, insoluble collagen matrices have been chemically or dehydrothermally crosslinked. Assuming Fickian diffusion a(More)
OBJECTIVE In this paper we propose a novel application of reinforcement learning to the area of auditory neural stimulation. We aim to develop a simulation environment which is based off real neurological responses to auditory and electrical stimulation in the cochlear nucleus (CN) and inferior colliculus (IC) of an animal model. Using this simulator we(More)
In this paper, we present our research on pricing window barrier options under a hybrid stochastic-local volatility (SLV) model in the foreign exchange (FX) market. Due to the hybrid effect of the local volatility and stochastic volatility components of the model, the SLV model can reproduce the market implied volatility surface, and can improve the pricing(More)
This paper introduces a simulation-based numerical method for solving dynamic portfolio optimization problem. We describe a recursive numerical approach that is based on the Least Squares Monte Carlo method to calculate the conditional value functions of investors for a sequence of discrete decision dates. The method is data driven rather than restricted to(More)
We prove that the class of permutations generated by passing an ordered sequence 12 . . . n through a stack of depth 2 and an infinite stack in series is in bijection with an unambiguous context-free language, where a permutation of length n is encoded by a string of length 3n. It follows that the sequence counting the number of permutations of each length(More)
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