Problems in the US mortgage industry have shown weaknesses in the standard regulatory and economic capital approaches. Although a significant amount of discussion is occurring around how to segment portfolios or predict key variables in order to better fit the existing formulas, we believe that...

How does one optimize a fitness function when the values it generates have a stochastic component? How does one simultaneously optimize multiple fitness criteria? These questions are important for many applications of evolutionary computation in an experimental environment. Solutions to these...

We develop techniques with general applicability in searching for low dimensional chaotic behavior in non-uniformly sampled time series data. This is done through the analysis of a specific example, viz. post-collapse core oscillations in globular star cluster evolution. Using simulation data...