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ANOR
2010
123views more  ANOR 2010»
13 years 9 months ago
Robust portfolios: contributions from operations research and finance
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
Frank J. Fabozzi, Dashan Huang, Guofu Zhou
ICPR
2006
IEEE
14 years 10 months ago
Effective and Generic Structure from Motion using Angular Error
Generic camera modeling using raxels and associated methods was recently introduced in Computer Vision. The main advantage is the applicability for any camera model, which contras...
Maxime Lhuillier
IJON
2006
111views more  IJON 2006»
13 years 9 months ago
Dynamic pruning algorithm for multilayer perceptron based neural control systems
Generalization ability of neural networks is very important and a rule of thumb for good generalization in neural systems is that the smallest system should be used to fit the tra...
Jie Ni, Qing Song
JGO
2008
90views more  JGO 2008»
13 years 9 months ago
A scaling algorithm for polynomial constraint satisfaction problems
Abstract. Good scaling is an essential requirement for the good behavior of many numerical algorithms. In particular, for problems involving multivariate polynomials, a change of s...
Ferenc Domes, Arnold Neumaier
CDC
2008
IEEE
139views Control Systems» more  CDC 2008»
14 years 4 months ago
Iterative Risk Allocation: A new approach to robust Model Predictive Control with a joint chance constraint
Abstract— This paper proposes a novel two-stage optimization method for robust Model Predictive Control (RMPC) with Gaussian disturbance and state estimation error. Since the dis...
Masahiro Ono, Brian C. Williams