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SIAMAM
2008
74views more  SIAMAM 2008»
13 years 10 months ago
Optimal Liquidation by a Large Investor
Abstract. We develop a partial equilibrium model to investigate the problem of optimal liquidation over a finite or infinite time horizon for an investor with large holdings in a r...
Ajay Subramanian
SIAMCOMP
2008
140views more  SIAMCOMP 2008»
13 years 10 months ago
The Forgetron: A Kernel-Based Perceptron on a Budget
Abstract. The Perceptron algorithm, despite its simplicity, often performs well in online classification tasks. The Perceptron becomes especially effective when it is used in conju...
Ofer Dekel, Shai Shalev-Shwartz, Yoram Singer
SIAMSC
2008
132views more  SIAMSC 2008»
13 years 10 months ago
Stochastic Preconditioning for Diagonally Dominant Matrices
Abstract. This paper presents a new stochastic preconditioning approach for large sparse matrices. For the class of matrices that are row-wise and column-wise irreducibly diagonall...
Haifeng Qian, Sachin S. Sapatnekar
SOCO
2008
Springer
13 years 10 months ago
Component-Based Access Control: Secure Software Composition through Static Analysis
Abstract. Extensible Component Platforms support the discovery, installation, starting, uninstallation of components at runtime. Since they are often targeted at mobile resource-co...
Pierre Parrend, Stéphane Frénot
TASLP
2008
104views more  TASLP 2008»
13 years 10 months ago
A New Model-Based Algorithm for Optimizing the MPEG-AAC in MS-Stereo
Abstract--In this paper, a new model-based algorithm for optimizing the MPEG-Advanced Audio Coder (AAC) in MS-stereo mode is presented. This algorithm is an extension to stereo sig...
Olivier Derrien, Gaël Richard