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JGS
2010
106views more  JGS 2010»
13 years 2 months ago
On vector autoregressive modeling in space and time
Despite the fact that it provides a potentially useful analytical tool, allowing for the joint modeling of dynamic interdependencies within a group of connected areas, until latel...
Valter Di Giacinto
PRL
2010
149views more  PRL 2010»
13 years 2 months ago
Adaptive linear models for regression: Improving prediction when population has changed
The general setting of regression analysis is to identify a relationship between a response variable Y and one or several explanatory variables X by using a learning sample. In a ...
Charles Bouveyron, Julien Jacques
PROMISE
2010
13 years 2 months ago
Prediction of defect distribution based on project characteristics for proactive project management
As software has been pervasive and various software projects have been executed since the 1970s, software project management has played a significant role in software industry. Th...
Youngki Hong, Wondae Kim, Jeongsoo Joo
SIAMIS
2010
171views more  SIAMIS 2010»
13 years 2 months ago
Global Optimization for One-Dimensional Structure and Motion Problems
We study geometric reconstruction problems in one-dimensional retina vision. In such problems, the scene is modeled as a 2D plane, and the camera sensor produces 1D images of the s...
Olof Enqvist, Fredrik Kahl, Carl Olsson, Kalle &Ar...
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 2 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
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