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...
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...
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...
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...
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...