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IOR
2006
91views more  IOR 2006»
13 years 7 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
AI
2005
Springer
13 years 7 months ago
MaxSolver: An efficient exact algorithm for (weighted) maximum satisfiability
Maximum Boolean satisfiability (max-SAT) is the optimization counterpart of Boolean satisfiability (SAT), in which a variable assignment is sought to satisfy the maximum number of...
Zhao Xing, Weixiong Zhang
BMCBI
2005
152views more  BMCBI 2005»
13 years 7 months ago
CoPub Mapper: mining MEDLINE based on search term co-publication
Background: High throughput microarray analyses result in many differentially expressed genes that are potentially responsible for the biological process of interest. In order to ...
Blaise T. F. Alako, Antoine Veldhoven, Sjozef van ...
CCE
2004
13 years 7 months ago
Improving convergence of the stochastic decomposition algorithm by using an efficient sampling technique
This work focuses on the basic stochastic decomposition (SD) algorithm of Higle and Sen [J.L. Higle, S. Sen, Stochastic Decomposition, Kluwer Academic Publishers, 1996] for two-st...
José María Ponce-Ortega, Vicente Ric...
ASPLOS
2010
ACM
13 years 6 months ago
Best-effort semantic document search on GPUs
Semantic indexing is a popular technique used to access and organize large amounts of unstructured text data. We describe an optimized implementation of semantic indexing and docu...
Surendra Byna, Jiayuan Meng, Anand Raghunathan, Sr...