There are several kinds of non-invasive imaging methods that are used to collect data from the brain, e.g., EEG, MEG, PET, SPECT, fMRI, etc. It is difficult to get resolution of information processing using any one of these methods. Approaches to integrate data sources may help to get better...

Real Options for Project Schedules (ROPS) has three recursive sampling/optimization shells. An outer Adaptive Simulated Annealing (ASA) optimization shell optimizes parameters of strategic Plans containing multiple Projects containing ordered Tasks. A middle shell samples probability...

Motivated by a previous path-integral numerical algorithm for diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, an extremely fast accurate algorithm for developing probability distributions of general nonlinear Markovian-Gaussian diffusion processes

We generalize the functional form of the diffusion of the Black Scholes process and consider multi-factor models including stochastic volatility. Daily Eurodollar futures prices are fit to diffusions using methods of global optimization, Adaptive Simulated Annealing (ASA). These short-time...

We demonstrate that the volatility of Eurodollar options possesses its own volatility, and that this volatility of volatility appears to be a stochastic process. We give a theoretical approach to incorporate this stochastic volatility process into a generalization of the standard Black-Scholes...

Methods of path integrals are used to develop multi-factor probabilities of bid-ask variables for use in high-frequency trading (HFT). Adaptive Simulated Annealing (ASA) is used to fit the nonlinear forms so developed to a day of bitmex tick data. Maxima algebraic code is used to develop the...

Previous work, mostly published, developed two-shell recursive trading systems. An inner-shell of Canonical Momenta Indicators (CMI) is adaptively fit to incoming market data. A parameterized trading-rule outer-shell uses the global optimization code Adaptive Simulated Annealing (ASA) to fit the...

Background:Forecasting nonlinear stochastic systems most often is quite difficult, without giving in to temptations to simply simplify models for the sake of permitting simple computations.Objective:Here, two basic algorithms, Adaptive Simulated Annealing (ASA) and path-integral codes...

Motivated by path-integral numerical solutions of diffusion processes, PATHINT, we present a new tree algorithm, PATHTREE, which permits extremely fast accurate computation of probability distributions of a large class of general nonlinear diffusion processes

A path-integral algorithm, PATHINT, used previously for several systems, has been generalized from 1 dimension to N dimensions, and from classical to quantum systems, qPATHINT. Pilot quantum applications have been made to neocortical interactions and financial options in 1 dimension. Future work...