3 citations · 3 across the 8 of their papers we have counts for
3 papers · 1 filter
Detection of an Arbitrary Number of Communities in a Block Spin Ising Model
Miguel Ballesteros, Ramsés H. Mena, José Luis Pérez +1
We study the problem of community detection in a general version of the block spin Ising model featuring M groups, a model inspired by the Curie-Weiss model of ferromagnetism in st…
Optimal dividends and capital injection: A general Lévy model with extensions to regime-switching models
Dante Mata López, Kei Noba, José-Luis Pérez +1
This paper studies a general Lévy process model of the bail-out optimal dividend problem with an exponential time horizon, and further extends it to the regime-switching model. We…
Lévy bandits under Poissonian decision times
José-Luis Pérez, Kazutoshi Yamazaki
We consider a version of the continuous-time multi-armed bandit problem where decision opportunities arrive at Poisson arrival times, and study its Gittins index policy. When drive…