203 search results - page 9 / 41 » Second-Order Risk Constraints |
AUTOMATICA
2008
13 years 7 months ago
2008
This paper introduces a financial hedging model for global environment risks. Our approach is based on portfolio insurance under hedging constraints. Investors are assumed to maxi...
IROS
2008
IEEE
14 years 1 months ago
2008
IEEE
Abstract— In this paper we consider ways to alleviate negative estimated depth for the inverse depth parameterisation of bearing-only SLAM. This problem, which can arise even if ...
MANSCI
2006
13 years 7 months ago
2006
Second order stochastic dominance characterizes risk-averse preferences represented by expected utility. This paper supplies second order stochastic dominance conditions that char...
DT
2006
13 years 7 months ago
2006
The widely used engineering decisions concerning the performance of technological equipment for process industries are usually deterministic. Since the early 1990s probabilistic m...
KDD
2006
ACM
14 years 7 months ago
2006
ACM
This paper presents a novel Second Order Cone Programming (SOCP) formulation for large scale binary classification tasks. Assuming that the class conditional densities are mixture...