We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
We present a new deterministic sorting algorithm that interleaves the partitioning of a sample sort with merging. Sequentially, it sorts n elements in O(n log n) time cache-oblivi...
This paper describes a study of agent bidding strategies, assuming combinatorial valuations for complementary and substitutable goods, in three auction environments: sequential au...
When choosing a testing technique, practitioners want to know which one will detect the faults that matter most to them in the programs that they plan to test. Do empirical evalua...
In this paper, we propose a second order optimization method to learn models where both the dimensionality of the parameter space and the number of training samples is high. In ou...