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INFOCOM
2010
IEEE
15 years 1 months ago
An Axiomatic Theory of Fairness in Network Resource Allocation
We present a set of five axioms for fairness measures in resource allocation. A family of fairness measures satisfying the axioms is constructed. Well-known notions such as -fairne...
Tian Lan, David Kao, Mung Chiang, Ashutosh Sabharw...
CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
15 years 10 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
GECCO
2007
Springer
214views Optimization» more  GECCO 2007»
15 years 10 months ago
Portfolio allocation using XCS experts in technical analysis, market conditions and options market
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
Sor Ying (Byron) Wong, Sonia Schulenburg
JMLR
2012
13 years 6 months ago
Sparse Additive Machine
We develop a high dimensional nonparametric classification method named sparse additive machine (SAM), which can be viewed as a functional version of support vector machine (SVM)...
Tuo Zhao, Han Liu
ATAL
2011
Springer
14 years 3 months ago
The face of emotions: a logical formalization of expressive speech acts
In this paper, we merge speech act theory, emotion theory, and logic. We propose a modal logic that integrates the concepts of belief, goal, ideal and responsibility and that allo...
Nadine Guiraud, Dominique Longin, Emiliano Lorini,...