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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
JMLR
2008
127views more  JMLR 2008»
13 years 7 months ago
Incremental Identification of Qualitative Models of Biological Systems using Inductive Logic Programming
The use of computational models is increasingly expected to play an important role in predicting the behaviour of biological systems. Models are being sought at different scales o...
Ashwin Srinivasan, Ross D. King
CSI
2007
89views more  CSI 2007»
13 years 7 months ago
Writing and executing ODP computational viewpoint specifications using Maude
The Reference Model of Open Distributed Processing (RM-ODP) is a joint standardization effort by ITU-T and ISO/IEC for the specification of large open distributed systems. RM-ODP ...
José Raúl Romero, Antonio Vallecillo...
JPDC
2008
217views more  JPDC 2008»
13 years 7 months ago
Parallel techniques for information extraction from hyperspectral imagery using heterogeneous networks of workstations
Recent advances in space and computer technologies are revolutionizing the way remotely sensed data is collected, managed and interpreted. In particular, NASA is continuously gath...
Antonio J. Plaza
JCB
2006
144views more  JCB 2006»
13 years 7 months ago
Modeling Virus Self-Assembly Pathways: Avoiding Dynamics Using Geometric Constraint Decomposition
We develop a model for elucidating the assembly pathways by which an icosahedral viral shell forms from 60 identical constituent protein monomers. This poorly understood process a...
Meera Sitharam, Mavis Agbandje-Mckenna
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