2211 search results - page 89 / 443 » Robustness of Model-Based Simulations |
154
Voted
ACCV
2009
Springer
15 years 3 months ago
2009
Springer
We propose a new robust estimator for parameter estimation in highly noisy data with multiple structures and without prior information on the noise scale of inliers. This is a diag...
119
Voted
EOR
2008
15 years 2 months ago
2008
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...
153
Voted
BMCBI
2006
15 years 2 months ago
2006
Background: Nonlinear regression, like linear regression, assumes that the scatter of data around the ideal curve follows a Gaussian or normal distribution. This assumption leads ...
228
Voted
EAAI
2007
15 years 2 months ago
2007
An integrated modeling and robust model predictive control (MPC) approach is proposed for a class of nonlinear systems with unknown steady state. First, the nonlinear system is id...
133
Voted
MANSCI
2008
15 years 2 months ago
2008
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....