Abstract. Many examples exist of multivariate time series where dependencies between variables change over time. If these changing dependencies are not taken into account, any mode...
— We consider the use of dynamic output feedback control to improve the transient response to a step input, for invertible multivariable systems. A method is given for designing ...
We compare static arbitrage price bounds on basket calls, i.e. bounds that only involve buy-and-hold trading strategies, with the price range obtained within a multivariate genera...
In this paper, we propose ColorSafe, an architecture that detects and dynamically avoids single- and multi-variable atomicity violation bugs. The key idea is to group related data...