164 search results - page 6 / 33 » A Linear Belief Function Approach to Portfolio Evaluation |
SIAMCO
2008
13 years 7 months ago
2008
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
GECCO
2008
Springer
13 years 8 months ago
2008
Springer
We propose an algorithm for function approximation that evolves a set of hierarchical piece-wise linear regressors. The algorithm, named HIRE-Lin, follows the iterative rule learn...
SIAMJO
2008
13 years 7 months ago
2008
We propose a new iterative approach for solving linear programs over convex cones. Assuming that Slaters condition is satisfied, the conic problem is transformed to the minimizatio...
ICIP
2009
IEEE
13 years 5 months ago
2009
IEEE
Super-resolution (SR) methods are largely affected by the accurate evaluation of the Point Spread Function (PSF) that is related to the input frames. When the frames are degraded ...
ACIVS
2006
Springer
14 years 1 months ago
2006
Springer
Abstract. Image segmentation using graph cuts have become very popular in the last years. These methods are computationally expensive, even with hard constraints (seed pixels). We ...