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ORL
2008
93views more  ORL 2008»
15 years 4 months ago
Polymatroids and mean-risk minimization in discrete optimization
We study discrete optimization problems with a submodular mean-risk minimization objective. For 0-1 problems a linear characterization of the convex lower envelope is given. For mi...
Alper Atamtürk, Vishnu Narayanan
SIAMSC
2008
92views more  SIAMSC 2008»
15 years 4 months ago
A Novel Pricing Method for European Options Based on Fourier-Cosine Series Expansions
Here we develop an option pricing method for European options based on the Fourier-cosine series, and call it the COS method. The key insight is in the close relation of the charac...
F. Fang, Cornelis W. Oosterlee
TCS
2012
14 years 3 days ago
Improved simulation of nondeterministic Turing machines
Abstract. The standard simulation of a nondeterministic Turing machine (NTM) by a deterministic one essentially searches a large boundeddegree graph whose size is exponential in th...
Subrahmanyam Kalyanasundaram, Richard J. Lipton, K...
INFOCOM
2010
IEEE
15 years 3 months ago
Optimal Linear Network Coding Design for Secure Unicast with Multiple Streams
—Linear network coding is a promising technology that can maximize the throughput capacity of communication network. Despite this salient feature, there are still many challenges...
Jin Wang, Jianping Wang, Kejie Lu, Bin Xiao, Naiji...
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STOC
2010
ACM
168views Algorithms» more  STOC 2010»
16 years 1 months ago
Non-commutative circuits and the sum-of-squares problem
We initiate a direction for proving lower bounds on the size of non-commutative arithmetic circuits. This direction is based on a connection between lower bounds on the size of no...
Pavel Hrubes, Avi Wigderson and Amir Yehudayoff