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INFORMATICALT
2011
112views more  INFORMATICALT 2011»
13 years 5 months ago
The Minimum Density Power Divergence Approach in Building Robust Regression Models
It is well known that in situations involving the study of large datasets where influential observations or outliers maybe present, regression models based on the Maximum Likeliho...
Alessandra Durio, Ennio Davide Isaia
SIAMFM
2011
72views more  SIAMFM 2011»
13 years 1 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
ATAL
2009
Springer
14 years 4 months ago
Rational play and rational beliefs under uncertainty
Alternating-time temporal logic (atl) is one of the most influential logics for reasoning about agents’ abilities. Constructive Strategic Logic (csl) is a variant of atl for im...
Nils Bulling, Wojciech Jamroga
CSL
2009
Springer
14 years 4 months ago
Decidable Relationships between Consistency Notions for Constraint Satisfaction Problems
Abstract. We define an abstract pebble game that provides game interpretations for essentially all known consistency algorithms for constraint satisfaction problems including arc-...
Albert Atserias, Mark Weyer
AINA
2007
IEEE
14 years 4 months ago
QoS-LI: QoS Loss Inference in Disadvantaged Networks
— Quality of Service (QoS) of disadvantaged networks is usually considered from a purely network standpoint in existing works. Adversarial intervention in such networks is not an...
Vidyaraman Sankaranarayanan, Shambhu J. Upadhyaya,...