EurekAlert!

Julia programming language tackles differential equation challenges

WASHINGTON, June 22, 2021 -- Emerging open-source programming language Julia is designed to be fast and easy to use. Since it is particularly suited for numerical applications, such as differential ...
Investopedia

Zero-One Integer Programming: Understanding and Practical Examples

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Simon Fraser University

Incorporating Computer Programming into the Classroom: Linking Mathematical Equations, Computer Programming, and Computer Population Models

Description: REM 311 is a required quantitative course for Bachelor of Environment students, and, while the course has math-based prerequisites, students exhibit a range of mathematical skills. Many ...
JSTOR Daily

Linear regression MDP scheme for discrete backward stochastic differential equations under general conditions

Abstract. We design a numerical scheme for solving the Multi-step Forward Dynamic Programming (MDP) equation arising from the time-discretization of backward stochastic differential equations. The ...
JSTOR Daily

Pathwise Dynamic Programming

We present a novel method for deriving tight Monte Carlo confidence intervals for solutions of stochastic dynamic programming equations. Taking some approximate solution to the equation as an input, ...