When we study the oscillation, of a physical system near its equilibrium and ignore dissipative effects, we may assume it is a linear Hamiltonian system (H-system), which possesses a special ...

Formulate linear and integer programming problems for solving commonly encountered optimization problems. Understand how approximation algorithms compute solutions that are guaranteed to be within ...

We study in detail the log-linear return approximation introduced by Campbell and Shiller (1988a). First, we derive an upper bound for the mean approximation error, given stationarity of the log ...