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MP
2006
107views more  MP 2006»
13 years 7 months ago
Optimality conditions in portfolio analysis with general deviation measures
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
CMPB
2010
374views more  CMPB 2010»
13 years 7 months ago
KARDIA: A Matlab software for the analysis of cardiac interbeat intervals
This article presents KARDIA, a Matlab (MathWorks Inc., MA) software developed for the analysis of cardiac interbeat interval (IBI) data. Available functions are called through a ...
Pandelis Perakakis, Mateus Joffily, Michael Taylor...
CISSE
2007
Springer
13 years 11 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
ETFA
2008
IEEE
13 years 9 months ago
Efficient failure-free foundry production
Microshrinkages are known as probably the most difficult defects to avoid in high-precission foundry. Depending on the magnitude of this defect, the piece in which it appears must...
Yoseba K. Penya, Pablo Garcia Bringas, Argoitz Zab...
LREC
2010
155views Education» more  LREC 2010»
13 years 9 months ago
How Specialized are Specialized Corpora? Behavioral Evaluation of Corpus Representativeness for Maltese
In this paper we bring to light a novel intersection between corpus linguistics and behavioral data that can be employed as an evaluation metric for resources for low-density lang...
Jerid Francom, Amy LaCross, Adam Ussishkin