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EOR
2006
97views more  EOR 2006»
13 years 7 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
DAGM
2010
Springer
13 years 9 months ago
Image Segmentation with a Statistical Appearance Model and a Generic Mumford-Shah Inspired Outside Model
Abstract. We present a novel statistical-model-based segmentation algorithm that addresses a recurrent problem in appearance model fitting and model-based segmentation: the "s...
Thomas Albrecht, Thomas Vetter
ICPR
2010
IEEE
13 years 5 months ago
3D Human Body Modeling Using Range Data
For the 3D modeling of walking humans the determination of body pose and extraction of body parts, from the sensed 3D range data, are challenging image processing problems. Real b...
Koichiro Yamauchi, Bir Bhanu, Hideo Saito
DEDS
2010
97views more  DEDS 2010»
13 years 7 months ago
On Regression-Based Stopping Times
We study approaches that fit a linear combination of basis functions to the continuation value function of an optimal stopping problem and then employ a greedy policy based on the...
Benjamin Van Roy
ENTCS
2010
127views more  ENTCS 2010»
13 years 7 months ago
Action Prefixes: Reified Synchronization Paths in Minimal Component Interaction Automata
Component Interaction Automata provide a fitting model to capture and analyze the temporal facets of hierarchical-structured component-oriented software systems. However, the rule...
Markus Lumpe