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Preliminary design of a complex system often involves exploring a broad design space. This may require repeated use of computationally expensive simulations. To ease the computational burden, surrogate models are built to provide rapid approximations of more expensive models. However, the surrogate models themselves are often expensive to build because they(More)
JEL classification: G12 G13 G15 F37 Keywords: Asset pricing Trading volume Futures pricing International financial markets Market efficiency a b s t r a c t We document significant ''time series momentum'' in equity index, currency, commodity , and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12(More)
SUMMARY Existing space-filling designs are based on the assumption that the experimental region is rectangular , while in practice this assumption can be violated. Motivated by a data center thermal management study, a class of probability-based Latin hypercube designs is proposed to accommodate a specific type of irregular regions. A heuristic algorithm is(More)
We give an optimal dynamic programming algorithm to solve a class of finite-horizon decentralized Markov decision processes (MDPs). We consider problems with a broadcast information structure that consists of a central node that only has access to its own state but can affect several outer nodes, while each outer node has access to both its own state and(More)
Church is a Turing-complete probabilistic programming language, designed for inference. By allowing for easy description and manipulation of distributions, it allows one to describe classical Al models in compact ways, providing a language for very rich expression. However, for inference in Bayes nets, Hidden Markov Models, and topic models, the very(More)
ACKNOWLEDGEMENTS I would like to express my sincere gratitude to my advisor, Professor Xiaoming Huo for his great help and support during my graduate studies. His patience and insight make it a pleasure to work with him. Thanks are also due to other members of am also very grateful to my parents, Jiqiu Chen and Wenhui Liu, for their love and support over(More)
  • Jeff Wu
  • 2010
According to 2009 ITRS roadmap, advances in process technologies, introduction of new materials, and adoption of new device architectures are expected to enable CMOS scaling to 22nm node and beyond [1]. The added process complexity will likely to lead to increased process development time and cost. Predictive TCAD modeling can be invaluable to guide(More)
To my parents and my wife Ruoyan iii ACKNOWLEDGEMENTS Foremost I would like to express my deep gratitude to my advisor, Professor C. F. Jeff Wu. His inspiration, guidance, encouragement and insight helped me through these valuable years at Georgia Tech and the University of Michigan. I am grateful to Dr. Yasuo Amemiya, my co-advisor, for his guidance,(More)