In this paper we develop a concrete and fully implementable approach to the optimization of functionally generated portfolios in stochastic portfolio theory.
We estimate lattice star vertex exponents and test the scaling relations for some acyclic branched lattice networks in 3D.
We estimate lattice star vertex exponents and test the scaling relations for some acyclic branched lattice networks in 2D.
We develop and implement a parallel flatPERM algorithm to sample self=avoiding walks in two and three dimensions.