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STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 9 months ago
Online trading algorithms and robust option pricing
In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
LATA
2009
Springer
14 years 4 months ago
Decision Problems for Convex Languages
We examine decision problems for various classes of convex languages, previously studied by Ang and Brzozowski under the name “continuous languages”. We can decide whether a la...
Janusz A. Brzozowski, Jeffrey Shallit, Zhi Xu
LATA
2009
Springer
14 years 4 months ago
Nondeterministic Instance Complexity and Proof Systems with Advice
Abstract. Motivated by strong Karp-Lipton collapse results in bounded arithmetic, Cook and Kraj´ıˇcek [7] have recently introduced the notion of propositional proof systems with...
Olaf Beyersdorff, Johannes Köbler, Sebastian ...
CDC
2008
IEEE
150views Control Systems» more  CDC 2008»
14 years 3 months ago
Robust synchronization in networks of cyclic feedback systems
Abstract— This paper presents a result on the robust synchronization of outputs of statically interconnected non-identical cyclic feedback systems that are used to model, among o...
Abdullah Omar Hamadeh, Guy-Bart Stan, Jorge M. Gon...
COLT
2007
Springer
14 years 3 months ago
How Good Is a Kernel When Used as a Similarity Measure?
Recently, Balcan and Blum [1] suggested a theory of learning based on general similarity functions, instead of positive semi-definite kernels. We study the gap between the learnin...
Nathan Srebro