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IOR
2006
91views more  IOR 2006»
13 years 9 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
BMCBI
2005
121views more  BMCBI 2005»
13 years 9 months ago
Evaluation of gene importance in microarray data based upon probability of selection
Background: Microarray devices permit a genome-scale evaluation of gene function. This technology has catalyzed biomedical research and development in recent years. As many import...
Li M. Fu, Casey S. Fu-Liu
COR
2008
142views more  COR 2008»
13 years 9 months ago
Modeling and solving the rooted distance-constrained minimum spanning tree problem
In this paper we discuss models and methods for solving the rooted distance constrained minimum spanning tree problem which is defined as follows: given a graph G = (V, E) with no...
Luis Gouveia, Ana Paias, Dushyant Sharma
GLOBECOM
2010
IEEE
13 years 7 months ago
Skip Finite Automaton: A Content Scanning Engine to Secure Enterprise Networks
Abstract--Today's file sharing networks are creating potential security problems to enterprise networks, i.e., the leakage of confidential documents. In order to prevent such ...
Junchen Jiang, Yi Tang, Bin Liu, Yang Xu, Xiaofei ...
ANCS
2006
ACM
14 years 1 months ago
Packet classification using coarse-grained tuple spaces
While the problem of high performance packet classification has received a great deal of attention in recent years, the research community has yet to develop algorithmic methods t...
Haoyu Song, Jonathan S. Turner, Sarang Dharmapurik...