Stochastic volatility is the unpredictable nature of asset price volatility over time. It's a flexible alternative to the Black Scholes' constant volatility assumption.

Abstract: In stochastic dynamic environments, multiagent Markov decision processes have emerged as a versatile paradigm for studying sequential decision-making problems of fully cooperative multiagent ...

Abstract: Point processes are finding growing applications in numerous fields, such as neuroscience, high frequency finance and social media. So classic problems of classification and clustering are ...