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  • Search: person:"Traub, Joseph F."
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Year of publication
Subject
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"Science Wars" 1 CAPM 1 Dynamic programming 1 Dynamische Optimierung 1 End of Science 1 Finanzmathematik 1 John Horgan 1 Mathematical finance 1 Quantum computation 1 Rational expectations 1 Rationale Erwartung 1 Social Text 1 Theorie 1 Theory 1 Turing machine model 1 Undecidability 1 computational complexity 1 intractability 1 limits scientific knowledge 1 non-computability 1 path integration 1 quantum summation 1 qubits 1 real-number model 1
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Type of publication
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Book / Working Paper 8 Article 1
Language
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Undetermined 8 English 1
Author
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Traub, Joseph F. 9 Paskov, Spassimir H. 3 Rust, John 1 Wozniakowski, Henry 1 Wozniakowski, Henryk 1
Institution
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Santa Fe Institute 6
Published in...
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Working Papers / Santa Fe Institute 6 The journal of portfolio management : a publication of Institutional Investor 1
Source
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RePEc 6 ECONIS (ZBW) 2 OLC EcoSci 1
Showing 1 - 9 of 9
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Is There a Curse of Dimensionality for Contraction Fixed Points in the Worst Case?
Rust, John; Traub, Joseph F.; Wozniakowski, Henry - 2002
This paper analyzes the complexity of the contraction fixed point problem: compute an approximation to the fixed point V* = I*(V*) of a contraction mapping I* that maps a Banach space of continuous functions of variables into itself. We focus on quasi linear contractions where I* is a nonlinear...
Persistent link: https://www.econbiz.de/10014116346
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Path Integration on a Quantum Computer
Traub, Joseph F.; Wozniakowski, Henryk - Santa Fe Institute - 2001
We study path integration on a quantum computer that performs quantum summation. We assume that the measure of path integration is Gaussian, with the eigenvalues of its covariance operator of order j^{-k} with k1. For the Wiener measure occurring in many applications we have k=2. We want to...
Persistent link: https://www.econbiz.de/10005740003
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Non-Computability and Intractability: Does It Matter to Physics?
Traub, Joseph F. - Santa Fe Institute - 1998
Over the last sixty years there has been a stream of impossibility results from mathematics and theoretical computer science announcing undecidability, non-computability, and intractability. Should these impossibility results be of concern to physics? <p> Two of these impossibility results are...</p>
Persistent link: https://www.econbiz.de/10005790762
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Faster Valuation of Financial Derivatives
Paskov, Spassimir H. - 1998
High-dimensional integrals are usually solved with Monte Carlo algorithms although theory suggests that low discrepancy algorithms are sometimes superior. We report on numerical testing which compares low discrepancy and Monte Carlo algorithms on the evaluation of financial derivatives. The...
Persistent link: https://www.econbiz.de/10012791625
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The Unknown and the Unknowable
Traub, Joseph F. - Santa Fe Institute - 1996
I raise questions regarding the unknown and the unknowable in science. I also briefly address two topics which have been much in the news in 1996, and which might erroneously be confused with my topic. These are, first, the book by John Horgan, called The End of Science, and second, the great...
Persistent link: https://www.econbiz.de/10005623650
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On Reality and Models
Traub, Joseph F. - Santa Fe Institute - 1996
I discuss the relations among four worlds: Reality, mathematical models, computer simulation, and models of computation. Pros and cons of two models of computation, the Turing machine and the real number model, are presented. The the intrinsic difficulty of solving a mathematical model, as...
Persistent link: https://www.econbiz.de/10005623642
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From Infoware to Infowar
Traub, Joseph F. - Santa Fe Institute - 1996
At its first meeting in 1986 the Computer Science and Technology Board, National Research Council, identified six critical national issues. <p> I discuss these six issues as they appeared in 1986 and how they appear for my 1996 vintage. <p> There was a seventh critical issue which I did not want to...</p></p>
Persistent link: https://www.econbiz.de/10005260364
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Faster Valuation of Financial Derivatives
Paskov, Spassimir H.; Traub, Joseph F. - Santa Fe Institute - 1995
High-dimensional integrals are usually solved with Monte Carlo algorithms although theory suggests that low-discrepancy algorithms are sometimes superior. We report on numerical testing which compares low-discrepancy and Monte Carlo algorithms on the evaluation of financial derivatives. The...
Persistent link: https://www.econbiz.de/10005791008
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Faster Valuation of Financial Derivatives
Paskov, Spassimir H.; Traub, Joseph F. - In: The journal of portfolio management : a publication of … 22 (1995) 1, pp. 113
Persistent link: https://www.econbiz.de/10007329675
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