In this work we show how to use efficient online trading algorithms to price the current value of financial instruments, such as an option. We derive both upper and lower bounds f...
A novel control method is proposed for networked control systems with nonlinear process, probably non-Gaussian process noise and time delays. The performance index of closed loop c...
The process of rank aggregation is intimately intertwined with the structure of skew-symmetric matrices. We apply recent advances in the theory and algorithms of matrix completion...
A number of updates for density matrices have been developed recently that are motivated by relative entropy minimization problems. The updates involve a softmin calculation based...
This paper presents a novel procedure for the representation and coding of 3D surfaces using hierarchical adaptive triangulation. The proposed procedure is based on pyramidal anal...