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IOR
2006
91views more  IOR 2006»
13 years 8 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
ICTAI
2008
IEEE
14 years 3 months ago
Probabilistic Continuous Constraint Satisfaction Problems
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...
Elsa Carvalho, Jorge Cruz, Pedro Barahona
INFOCOM
2008
IEEE
14 years 3 months ago
On Optimal Sizing of Tiered Network Services
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...
Qian Lv, George N. Rouskas
FUIN
2010
114views more  FUIN 2010»
13 years 6 months ago
A Logic-Based System for e-Tourism
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...
JMLR
2012
11 years 11 months ago
Minimax rates for homology inference
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...