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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 4 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
CVPR
2003
IEEE
14 years 12 months ago
Generalized Principal Component Analysis (GPCA)
This paper presents an algebro-geometric solution to the problem of segmenting an unknown number of subspaces of unknown and varying dimensions from sample data points. We represen...
René Vidal, Shankar Sastry, Yi Ma
ICCV
2007
IEEE
14 years 12 months ago
A Homographic Framework for the Fusion of Multi-view Silhouettes
This paper presents a purely image-based approach to fusing foreground silhouette information from multiple arbitrary views. Our approach does not require 3D constructs like camer...
Saad M. Khan, Pingkun Yan, Mubarak Shah
FOCS
2006
IEEE
14 years 4 months ago
Improved Bounds for Online Routing and Packing Via a Primal-Dual Approach
In this work we study a wide range of online and offline routing and packing problems with various objectives. We provide a unified approach, based on a clean primal-dual method...
Niv Buchbinder, Joseph Naor
AAAI
2010
13 years 11 months ago
Approximation Algorithms and Mechanism Design for Minimax Approval Voting
We consider approval voting elections in which each voter votes for a (possibly empty) set of candidates and the outcome consists of a set of k candidates for some parameter k, e....
Ioannis Caragiannis, Dimitris Kalaitzis, Evangelos...