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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
JMLR
2008
168views more  JMLR 2008»
13 years 7 months ago
Max-margin Classification of Data with Absent Features
We consider the problem of learning classifiers in structured domains, where some objects have a subset of features that are inherently absent due to complex relationships between...
Gal Chechik, Geremy Heitz, Gal Elidan, Pieter Abbe...
ICTAI
2002
IEEE
14 years 9 days ago
On Temporal Planning as CSP
(Appears as a regular paper in the proceedings of IEEE International Conference on Tools with Artificial Intelligence (ICTAI), IEEE Computer Society, Washington D.C. Nov. 2002, p...
Amol Dattatraya Mali
MFCS
1995
Springer
13 years 11 months ago
An Abstract Account of Composition
act Account of Composition Mart n Abadi1 and Stephan Merz2 1 Digital Equipment Corporation, Systems Research Center, 130 Lytton Avenue, Palo Alto, CA 94301, U.S.A. 2 Institut fur I...
Martín Abadi, Stephan Merz
GECCO
2008
Springer
122views Optimization» more  GECCO 2008»
13 years 8 months ago
Evolving machine microprograms
The realization of a control unit can be done using a complex circuitry or microprogramming. The latter may be considered as an alternative method of implementation of machine ins...
Pedro A. Castillo Valdivieso, G. Fernández,...