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PC
2008
158views Management» more  PC 2008»
13 years 7 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
SCL
2008
113views more  SCL 2008»
13 years 7 months ago
Modular design of nonlinear observers for state and disturbance estimation
This work studies the problem of design of nonlinear observers in the presence of exogenous disturbances. In particular, the present work proposes a systematic design method for no...
Costas Kravaris, Georgios Savoglidis
SIAMJO
2008
97views more  SIAMJO 2008»
13 years 7 months ago
New Formulations for Optimization under Stochastic Dominance Constraints
Stochastic dominance constraints allow a decision-maker to manage risk in an optimization setting by requiring their decision to yield a random outcome which stochastically domina...
James Luedtke
CG
2005
Springer
13 years 7 months ago
An algorithm for tetrahedral mesh generation based on conforming constrained Delaunay tetrahedralization
An unstructured tetrahedral mesh generation algorithm for 3D model with constraints is presented. To automatically generate a tetrahedral mesh for model with constraints, an advan...
Yi-Jun Yang, Jun-Hai Yong, Jia-Guang Sun
JMLR
2007
58views more  JMLR 2007»
13 years 7 months ago
Distances between Data Sets Based on Summary Statistics
The concepts of similarity and distance are crucial in data mining. We consider the problem of defining the distance between two data sets by comparing summary statistics compute...
Nikolaj Tatti