Alexander Nicholson

M.S.	California Institute of Technology	2000
B.A.Sc.	University of Toronto	1996

Research Interests

• Statistical learning theory
• Computational finance
• Reinforcement learning
• Evolvable hardware
• Swarm intelligence
• Natural language processing

Publications

• A. Nicholson. "Evolution and Learning for Digital Circuit Design," in GECCO-2000: Proceedings of the Genetic and Evolutionary Computation Conference, San Francisco: Morgan Kaufmann, pp.519-524,2000.
  postscript
• A. Nicholson. A Generalization Model and Learning in Hardware, CSTR 2000.007, Caltech, 2000.
  abstract, postscript
• M. Magdon-Ismail, A. Nicholson, Y.S. Abu-Mostafa. "Estimating Model Limitation in Financial Markets," in Intelligent Data Engineering and Learning (IDEAL98) (Xu,Chan,King,Fu eds.), Hong Kong: Springer, pp.19-26,1998.
  postscript
• M. Magdon-Ismail, A. Nicholson, Y.S. Abu-Mostafa. "Financial Markets: Very Noisy Information Processing," Proceedings of the IEEE, vol. 86 pp.2184-2195,1998.
  postscript

• Y.S. Abu-Mostafa, X. Song, A. Nicholson, M. Magdon-Ismail. "The Bin Model". abstract
• A. Nicholson. "Improving Generalization Error Estimates". abstract
• A. Nicholson. "Rapid Valuation of Exotic Options". abstract

Some references on option pricing.

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