170 search results - page 18 / 34 » Finance |
MOR
2006
13 years 11 months ago
2006
Abstract. We solve the Poisson disorder problem when the delay is penalized exponentially. Our objective is to detect as quickly as possible the unobservable time of the change (or...
MP
2006
13 years 11 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...
SIAMCO
2008
13 years 10 months ago
2008
We introduce a new class of control problems in which the gain depends on the solution of a stochastic differential equation reflected at the boundary of a bounded domain, along d...
CJ
1998
13 years 10 months ago
1998
Large-scale commercial, industrial and financial operations are becoming ever more interdependent, and ever more dependent on IT. At the same time, the rapidly growing interconnec...
SIGKDD
2010
13 years 5 months ago
2010
Sequence classification has a broad range of applications such as genomic analysis, information retrieval, health informatics, finance, and abnormal detection. Different from the ...