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

This paper demonstrates a Remez exchange algorithm applicable to approximation of real-valued continuous functions of a real variable by polynomials of degree smaller than n with various linear ...

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 ...