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IOR
2006
13 years 9 months ago
2006
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 ...
DKE
2007
13 years 9 months ago
2007
The challenge in a database of evolving time series is to provide efficient algorithms and access methods for query processing, taking into consideration the fact that the databas...
PERVASIVE
2008
Springer
13 years 9 months ago
2008
Springer
We have developed an approach for whole-house gross movement and room transition detection through sensing at only one point in the home. We consider this system to be one member o...
SAC
2006
ACM
13 years 9 months ago
2006
ACM
Fast and accurate fault detection is becoming an essential component of management software for mission critical systems. A good fault detector makes possible to initiate repair a...
TASE
2008
IEEE
13 years 9 months ago
2008
IEEE
Group elevator scheduling has long been recognized as an important problem for building transportation efficiency, since unsatisfactory elevator service is one of the major complai...