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IOR
2006
91views more  IOR 2006»
13 years 7 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
DAC
2005
ACM
13 years 9 months ago
Constraint-aware robustness insertion for optimal noise-tolerance enhancement in VLSI circuits
Reliability of nanometer circuits is becoming a major concern in today’s VLSI chip design due to interferences from multiple noise sources as well as radiation-induced soft erro...
Chong Zhao, Yi Zhao, Sujit Dey
PAMI
2006
183views more  PAMI 2006»
13 years 7 months ago
A Model-Based Approach for Estimating Human 3D Poses in Static Images
Estimating human body poses in static images is important for many image understanding applications including semantic content extraction and image database query and retrieval. Th...
Mun Wai Lee, Isaac Cohen
GI
2009
Springer
13 years 11 months ago
Parallelised Gaussian Mixture Filtering for Vehicular Traffic Flow Estimation
: Large traffic network systems require handling huge amounts of data, often distributed over a large geographical region in space and time. Centralised processing is not then the ...
Lyudmila Mihaylova, Amadou Gning, Viktor Doychinov...
CGF
2004
114views more  CGF 2004»
13 years 7 months ago
Smooth Surface Reconstruction Using Tensor Fields as Structuring Elements
We propose a new strategy to estimate surface normal information from highly noisy sparse data. Our approach is based on a tensor field morphologically adapted to infer normals. I...
Marcelo Bernardes Vieira, Paulo P. Martins Jr., Ar...