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WSC
2008
14 years 16 days ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
NIPS
2003
13 years 11 months ago
Convex Methods for Transduction
The 2-class transduction problem, as formulated by Vapnik [1], involves finding a separating hyperplane for a labelled data set that is also maximally distant from a given set of...
Tijl De Bie, Nello Cristianini
CCE
2008
13 years 10 months ago
Bidirectional branch and bound for controlled variable selection: Part I. Principles and minimum singular value criterion
The minimum singular value (MSV) rule is a useful tool for selecting controlled variables (CVs) from the available measurements. However, the application of the MSV rule to large-...
Yi Cao, Vinay Kariwala
CPAIOR
2005
Springer
14 years 3 months ago
Constraint Programming Based Column Generation for Employee Timetabling
The Employee Timetabling Problem (ETP) is a general class of problems widely encountered in service organizations (such as call centers for instance). Given a set of activities, a ...
Sophie Demassey, Gilles Pesant, Louis-Martin Rouss...
IPPS
2007
IEEE
14 years 4 months ago
Max-Min Fair Bandwidth Allocation Algorithms for Packet Switches
With the rapid development of broadband applications, the capability of networks to provide quality of service (QoS) has become an important issue. Fair scheduling algorithms are ...
Deng Pan, Yuanyuan Yang