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SIAMMA
2010
52views more  SIAMMA 2010»
13 years 6 months ago
Exit Times of Diffusions with Incompressible Drift
Let Rn be a bounded domain and for x let (x) be the expected exit time from of a diffusing particle starting at x and advected by an incompressible flow u. We are interested i...
Gautam Iyer, Alexei Novikov, Lenya Ryzhik, Andrej ...
ORL
2007
64views more  ORL 2007»
13 years 11 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
NORDICHI
2004
ACM
14 years 4 months ago
On-line adjustment of dwell time for target selection by gaze
In eye typing systems, a dwell time that adjusts to the user’s natural typing speed is highly desirable. We present an algorithm for on-line adjustment of dwell time developed a...
Oleg Spakov, Darius Miniotas