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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
MP
2008
99views more  MP 2008»
13 years 7 months ago
Efficient robust optimization for robust control with constraints
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph
TOG
2008
200views more  TOG 2008»
13 years 7 months ago
Improved seam carving for video retargeting
Video, like images, should support content aware resizing. We present video retargeting using an improved seam carving operator. Instead of removing 1D seams from 2D images we rem...
Michael Rubinstein, Ariel Shamir, Shai Avidan
BMCBI
2004
130views more  BMCBI 2004»
13 years 7 months ago
PATTERNFINDER: combined analysis of DNA regulatory sequences and double-helix stability
Background: Regulatory regions that function in DNA replication and gene transcription contain specific sequences that bind proteins as well as less-specific sequences in which th...
Yanlin Huang, David Kowalski
BMCBI
2004
151views more  BMCBI 2004»
13 years 7 months ago
Design, implementation and evaluation of a practical pseudoknot folding algorithm based on thermodynamics
Background: The general problem of RNA secondary structure prediction under the widely used thermodynamic model is known to be NP-complete when the structures considered include a...
Jens Reeder, Robert Giegerich
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