Applied Probability News Today

A buy-side perspective on how to decompose the P&L of index options is presented

Exciting opportunity in Atlanta, GA for Georgia Tech as a CHAIR – H. MILTON STEWART SCHOOL OF INDUSTRIAL & SYSTEMS ENGINEERING, GEORGIA TECH

Gautam Jain’s profile on The Conversation

Statistical complexity of offline reinforcement language policy evaluationIn a March 2023 study, Ming Yin, a doctoral student in UC Santa Barbara’s Department of Computer Science and the Department of Statistics and Applied Probability, investigates the challenges involved in evaluating policy without direct interaction with the environment.

DHAKA, May 19, 2023 (BSS) - The University of Southern Queensland (UniSQ), Australia, has conferred certificate of Emeritus Professor Award

The Academy classes may be mostly dreadful, but they contain one golden nugget

UC Santa Barbara recognized as a Center of Actuarial Excellence by the Society of Actuaries

Whale populations recovering from historical whaling are particularly vulnerable to incidental mortality and disturbance caused by growing ocean industrialization. Several distinct populations of rorqual whales (including humpback, blue, and fin whales) migrate and feed off the coast of Oregon, USA where spatial overlap with human activities are on the rise. Effective mitigation of conflicts requires better foundational understanding of spatial and temporal habitat use patterns to inform conserv...

The Go programming language is deemed to be the most promising programming language today due to its speed and simplicity, and I recommend you to at least get acquainted with it. Quick Introduction Generally speaking, Monte Carlo methods (or simulations) consist of a broad class of computational algorithms that rely on repeated random sampling to obtain numerical results. This technique is used throughout areas such as physics, finance, engineering, project management, insurance, and transport...

Mahmoud, H. (2000).  Sorting: A Distribution Theory. Wiley, New York Mahmoud, H. (2008). Polya Models. Chapman-Hall, Florida Journals Mahmoud, H. and Pittel, B. (1989). Analysis of the space of search trees under the random insertion algorithm. Journal of Algorithms, 10, 52-75. Mahmoud, H. (1994). A strong law for the height of random binary pyramids. The Annals of Applied Probability, 4, 923-932. Fill, J., Mahmoud, H. and Szpankowski, W. (1996). On the distribution for th...