We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
We propose a novel boosting algorithm which improves on current algorithms for weighted voting classification by striking a better balance between classification accuracy and the ...
We present a framework for solving multistage pure 0–1 programs for a widely used sequencing and scheduling problem with uncertainty in the objective function coefficients, the...
Antonio Alonso-Ayuso, Laureano F. Escudero, M. Ter...
The CIL compiler for core Standard ML compiles whole ML programs using a novel typed intermediate language that supports the generation of type-safe customized data representation...
Allyn Dimock, Ian Westmacott, Robert Muller, Frank...
There has been significant recent interest in game theoretic approaches to security, with much of the recent research focused on utilizing the leader-follower Stackelberg game mo...
Dmytro Korzhyk, Zhengyu Yin, Christopher Kiekintve...