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EOR
2010
99views more  EOR 2010»
13 years 2 months ago
Expected gain-loss pricing and hedging of contingent claims in incomplete markets by linear programming
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a sufficiently attractive expected gai...
Mustafa Ç. Pinar, Aslihan Salih, Ahmet Camc...
TIP
2010
121views more  TIP 2010»
13 years 2 months ago
Optimal PET Protection for Streaming Scalably Compressed Video Streams With Limited Retransmission Based on Incomplete Feedback
For streaming scalably compressed video streams over unreliable networks, Limited-Retransmission Priority Encoding Transmission (LR-PET) outperforms PET remarkably since the opport...
Ruiqin Xiong, David Taubman, Vijay Sivaraman
TON
2010
122views more  TON 2010»
13 years 6 months ago
The (in)completeness of the observed internet AS-level structure
— Despite significant efforts to obtain an accurate picture of the Internet’s connectivity structure at the level of individual autonomous systems (ASes), much has remained un...
Ricardo V. Oliveira, Dan Pei, Walter Willinger, Be...
CORR
2011
Springer
243views Education» more  CORR 2011»
13 years 2 months ago
Localization from Incomplete Noisy Distance Measurements
—We consider the problem of positioning a cloud of points in the Euclidean space Rd , from noisy measurements of a subset of pairwise distances. This task has applications in var...
Adel Javanmard, Andrea Montanari
AI
2001
Springer
14 years 3 days ago
How AI Can Help SE; or: Randomized Search Not Considered Harmful
In fast-paced software projects, engineers don’t have the time or the resources to build heavyweight complete descriptions of their software. The best they can do is lightweight ...
Tim Menzies, Harshinder Singh