Method of Deciding Optimal Double Pairs

Deciding on the optimal policy

Transport generates many externalities, some related to atmospheric pollution. In this paper, we focus on two: greenhouse gases, and local pollution. In the search for optimal transport policies, these two externalities have usually been analysed separately. Here, we study them jointly, in a sequential decision-making model. Our model allows for the irreversibility of the policies undertaken, a...

Optimal Pairs Trading Rules

OPTIMAL PAIRS TRADING RULES by Eric Mueller The University of Wisconsin-Milwaukee, 2016 Under the Supervision of Professor Chao Zhu This thesis derives an optimal trading rule for a pair of historically correlated stocks. When one stock's price increases and the other one's decreases, a trade of the pair is triggered. The idea is to short the winner and to long the loser with the hope that the ...

Finding Optimal Pairs of Patterns

We consider the problem of finding the optimal pair of string patterns for discriminating between two sets of strings, i.e. finding the pair of patterns that is best with respect to some appropriate scoring function that gives higher scores to pattern pairs which occur more in the strings of one set, but less in the other. We present an O(N) time algorithm for finding the optimal pair of substr...

Signature-Based Method of Deciding Program Termination

Double-normal pairs in space

A double-normal pair of a finite set S of points from R is a pair of points {p, q} from S such that S lies in the closed strip bounded by the hyperplanes through p and q perpendicular to pq. A double-normal pair pq is strict if S \ {p, q} lies in the open strip. The problem of estimating the maximum number Nd(n) of double-normal pairs in a set of n points in R, was initiated by Martini and Solt...