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STOC
2006
ACM
130views Algorithms» more  STOC 2006»
14 years 7 months ago
Online trading algorithms and robust option pricing
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...
Peter DeMarzo, Ilan Kremer, Yishay Mansour
CDC
2009
IEEE
144views Control Systems» more  CDC 2009»
13 years 8 months ago
A minimized zero mean entropy approach to networked control systems
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...
Jianhua Zhang, Hong Wang 0001
CORR
2011
Springer
144views Education» more  CORR 2011»
12 years 11 months ago
Rank Aggregation via Nuclear Norm Minimization
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...
David F. Gleich, Lek-Heng Lim
ICML
2007
IEEE
14 years 8 months ago
Online kernel PCA with entropic matrix updates
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...
Dima Kuzmin, Manfred K. Warmuth
ICIP
2000
IEEE
14 years 9 months ago
Hierarchical Representation and Coding of Surfaces Using 3D Polygon Meshes
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...
Ioannis Kompatsiaris, Michael G. Strintzis