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COR
2008
13 years 8 months ago
2008
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
AMC
2006
13 years 8 months ago
2006
This paper presents an algebraic approach to construct M-band orthonormal wavelet bases with perfect reconstruction. We first derive the system of constraint equations of M-band f...
CN
2006
13 years 8 months ago
2006
Finding paths that satisfy the performance requirements of applications according to the link state information in a network is known as the quality-of-service (QoS) routing probl...
CORR
2006
Springer
13 years 8 months ago
2006
Springer
We consider a communication scenario in which the primary and the cognitive radios wish to communicate to different receivers, subject to mutual interference. In the model that we...
CPC
2006
13 years 8 months ago
2006
Abstract. We show that a maximum cut of a random graph below the giantcomponent threshold can be found in linear space and linear expected time by a simple algorithm. In fact, the ...