The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
The locally linear embedding (LLE) algorithm is considered as a powerful method for the problem of nonlinear dimensionality reduction. In this paper, first, a new method called cl...
A new multiscale method in surface processing is presented here which combines the image processing methodology based on nonlinear diffusion equations and the theory of geometric ...
The concept of improving the timing behavior of a circuit by relocating flip-flops is called retiming and was first presented by Leiserson and Saxe. The ASTRA algorithm propose...
We investigate a new approach for solving boundary control problems for dynamical systems that are governed by transport equations, when the control function is restricted to binar...