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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
JMLR
2008
168views more  JMLR 2008»
13 years 9 months ago
Max-margin Classification of Data with Absent Features
We consider the problem of learning classifiers in structured domains, where some objects have a subset of features that are inherently absent due to complex relationships between...
Gal Chechik, Geremy Heitz, Gal Elidan, Pieter Abbe...
JNW
2008
115views more  JNW 2008»
13 years 9 months ago
On the Interaction Between Multiple Paths and Wireless Mesh Networks Scheduler Approaches
Multi-path routing allows building and use of multiple paths for routing between a source-destination pair. This paper investigates the problem of selecting multiple routing paths ...
Valeria Loscrì
JCB
2006
140views more  JCB 2006»
13 years 9 months ago
HAPLOFREQ-Estimating Haplotype Frequencies Efficiently
A commonly used tool in disease association studies is the search for discrepancies between the haplotype distribution in the case and control populations. In order to find this d...
Eran Halperin, Elad Hazan
JSW
2008
106views more  JSW 2008»
13 years 9 months ago
Hierarchical Image Segmentation by Structural Content
Image quality loss resulting from artifacts depends on the nature and strength of the artifacts as well as the context or background in which they occur. In order to include the im...
Nathir A. Rawashdeh, Shaun T. Love, Kevin D. Donoh...