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 ...
We propose a class of actor-oriented statistical models for closed social networks in general, and friendship networks in particular. The models are random utility models develope...
Gerhard G. Van De Bunt, Marijtje A. J. Van Duijn, ...
Abstract. Constraint propagation solvers interleave propagation, removing impossible values from variable domains, with search. The solver state is modified during propagation. But...
Raphael M. Reischuk, Christian Schulte, Peter J. S...
This paper overviews and analyses the on-going research attempts to apply language technologies to automatic ontology acquisition. At first glance there are many successful approac...
Abstract—Two major forms of information integration, federation and materialization, continue to dominate the market, embedded in separate products, each with their strengths and...