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PRL
2002
106views more  PRL 2002»
13 years 7 months ago
Kernel density estimation with adaptive varying window size
A new method of kernel density estimation with a varying adaptive window size is proposed. It is based on the socalled intersection of confidence intervals (ICI) rule. Several exa...
Vladimir Katkovnik, Ilya Shmulevich
EOR
2011
112views more  EOR 2011»
13 years 2 months ago
Continuous time mean variance asset allocation: A time-consistent strategy
We develop a numerical scheme for determining the optimal asset allocation strategy for time-consistent, continuous time, mean variance optimization. Any type of constraint can be...
J. Wang, P. A. Forsyth
JSYML
2010
70views more  JSYML 2010»
13 years 2 months ago
The bounded functional interpretation of the double negation shift
We prove that the (non-intuitionistic) law of the double negation shift has a bounded functional interpretation with bar recursive functionals of finite type. As an application, we...
Patrícia Engrácia, Fernando Ferreira
ENTCS
2008
105views more  ENTCS 2008»
13 years 7 months ago
Declaring Numbers
Most implementations of functional and functional logic languages treat numbers and the basic numeric operations as external entities. The main reason for this is efficiency. Howe...
Bernd Braßel, Sebastian Fischer, Frank Huch
TPHOL
2003
IEEE
14 years 23 days ago
A Coverage Checking Algorithm for LF
Coverage checking is the problem of deciding whether any closed term of a given type is an instance of at least one of a given set of patterns. It can be used to verify if a functi...
Carsten Schürmann, Frank Pfenning