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 ...
A pervasive requirement of distributed systems is to deal with churn — change in the set of participating nodes due to joins, graceful leaves, and failures. A high churn rate ca...
"Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning...
Carl Edward Rasmussen and Christopher K. I. Willia...
In this paper we present an opinion summarization technique in spoken dialogue systems. Opinion mining has been well studied for years, but very few have considered its applicatio...
Background: The incorporation of statistical models that account for experimental variability provides a necessary framework for the interpretation of microarray data. A robust ex...
Kevin A. Greer, Matthew R. McReynolds, Heddwen L. ...