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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
QUESTA
2006
94views more  QUESTA 2006»
13 years 7 months ago
Modeling teletraffic arrivals by a Poisson cluster process
In this paper we consider a Poisson cluster process N as a generating process for the arrivals of packets to a server. This process generalizes in a more realistic way the infinite...
Gilles Faÿ, Bárbara González-Ar...
SIGIR
2008
ACM
13 years 7 months ago
A few examples go a long way: constructing query models from elaborate query formulations
We address a specific enterprise document search scenario, where the information need is expressed in an elaborate manner. In our scenario, information needs are expressed using a...
Krisztian Balog, Wouter Weerkamp, Maarten de Rijke
SIGIR
2008
ACM
13 years 7 months ago
Learning to reduce the semantic gap in web image retrieval and annotation
We study in this paper the problem of bridging the semantic gap between low-level image features and high-level semantic concepts, which is the key hindrance in content-based imag...
Changhu Wang, Lei Zhang 0001, Hong-Jiang Zhang
IPM
2007
143views more  IPM 2007»
13 years 7 months ago
QCS: A system for querying, clustering and summarizing documents
Information retrieval systems consist of many complicated components. Research and development of such systems is often hampered by the difficulty in evaluating how each particula...
Daniel M. Dunlavy, Dianne P. O'Leary, John M. Conr...