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SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
ICANN
2005
Springer
14 years 28 days ago
Handwritten Digit Recognition with Nonlinear Fisher Discriminant Analysis
Abstract. To generalize the Fisher Discriminant Analysis (FDA) algorithm to the case of discriminant functions belonging to a nonlinear, finite dimensional function space F (Nonli...
Pietro Berkes
BMCBI
2005
97views more  BMCBI 2005»
13 years 7 months ago
Comparative mapping of sequence-based and structure-based protein domains
Background: Protein domains have long been an ill-defined concept in biology. They are generally described as autonomous folding units with evolutionary and functional independenc...
Ya Zhang, John-Marc Chandonia, Chris H. Q. Ding, S...

Source Code
1511views
15 years 6 months ago
VXL - The Vision-something-Libraries
VXL is a collection of C++ libraries designed for computer vision research and implementation. VXL is written in ANSI/ISO C++ and is designed to be portable over many platforms. Th...
CVPR
1999
IEEE
14 years 9 months ago
A Simple Technique for Self-Calibration
This paper introduces an extension of Hartley's selfcalibration technique [8] based on properties of the essential matrix, allowing for the stable computation of varying foca...
Paulo R. S. Mendonça, Roberto Cipolla