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Measuring Empirical Computational Complexity
trend-prof empirical computational complexity
2016/5/24
The standard language for describing the asymptotic behavior of algorithms is theoretical computational complexity. We propose a method for describing the asymptotic behavior of programs in practice b...
Computational Complexity of Arbitrage in Frictional Security Market
arbitrage condition financial market complexity of arbitrage
2011/9/17
We are interested in computation of arbitrage condition in financial market with friction. We consider a deterministic model with a finite number of financial assets and a finite number of possible st...
On the Computational Complexity of MCMC-based Estimators in Large Samples
Markov Chain Monte Carlo Computational Complexity Bayesian Increasing Dimension
2010/4/28
In this paper we examine the implications of the statistical large
sample theory for the computational complexity of Bayesian and quasi-
Bayesian estimation carried out using Metropolis random walks...