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 ...
Constraint programming has been used in many applications where uncertainty arises to model safe reasoning. The goal of constraint propagation is to propagate intervals of uncerta...
Abstract— We develop an economic model for networks offering tiered services and we formulate the problem of selecting the service tiers from three perspectives: one that conside...
In this paper we present the IDUM system, a successful application of logic programming to e-tourism. IDUM exploits two technologies that are based on the state-of-the-art ASP syst...
Francesco Ricca, Antonella Dimasi, Giovanni Grasso...
Often, high dimensional data lie close to a low-dimensional submanifold and it is of interest to understand the geometry of these submanifolds. The homology groups of a manifold a...
Sivaraman Balakrishnan, Alessandro Rinaldo, Don Sh...