This work characterizes the generalization ability of algorithms whose predictions are linear in the input vector. To this end, we provide sharp bounds for Rademacher and Gaussian...
Collusion attack is a cost-effective attack against digital fingerprint. To develop an efficient collusion-resistant fingerprint scheme, it is very important for the detector t...
Abstract—Software systems that do not meet their timing constraints can cause risks. In this work, we propose a comprehensive method for assessing the risk of timing failure by e...
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczy...