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INFOCOM
2010
IEEE
13 years 8 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»
14 years 4 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»
14 years 4 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
12 years 12 days 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
12 years 10 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,...