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JCST
2008
119views more  JCST 2008»
13 years 9 months ago
Mining Frequent Generalized Itemsets and Generalized Association Rules Without Redundancy
This paper presents some new algorithms to efficiently mine max frequent generalized itemsets (g-itemsets) and essential generalized association rules (g-rules). These are compact ...
Daniel Kunkle, Donghui Zhang, Gene Cooperman
IOR
2006
91views more  IOR 2006»
13 years 9 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
IOR
2006
177views more  IOR 2006»
13 years 9 months ago
Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
Gianni Codato, Matteo Fischetti
ISCI
2006
145views more  ISCI 2006»
13 years 9 months ago
Processing count queries over event streams at multiple time granularities
Management and analysis of streaming data has become crucial with its applications in web, sensor data, network traffic data, and stock market. Data streams consist of mostly nume...
Aykut Ünal, Yücel Saygin, Özgü...
JMLR
2008
168views more  JMLR 2008»
13 years 9 months ago
Max-margin Classification of Data with Absent Features
We consider the problem of learning classifiers in structured domains, where some objects have a subset of features that are inherently absent due to complex relationships between...
Gal Chechik, Geremy Heitz, Gal Elidan, Pieter Abbe...
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