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ICASSP
2011
IEEE
14 years 10 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
ICCV
2007
IEEE
16 years 8 months ago
Convex Optimization for Deformable Surface 3-D Tracking
3?D shape recovery of non-rigid surfaces from 3?D to 2?D correspondences is an under-constrained problem that requires prior knowledge of the possible deformations. State-of-the-a...
Mathieu Salzmann, Richard Hartley, Pascal Fua
IPPS
2007
IEEE
16 years 28 days ago
Optimal Energy Balanced Data Gathering in Wireless Sensor Networks
Unbalanced energy consumption is an inherent problem in wireless sensor networks where some nodes may be overused and die out early, resulting in a short network lifetime. In this...
Haibo Zhang, Hong Shen, Yasuo Tan
SIAMIS
2008
116views more  SIAMIS 2008»
15 years 6 months ago
Quantitative Object Reconstruction Using Abel Transform X-Ray Tomography and Mixed Variable Optimization
This paper introduces a new approach to the problem of quantitative reconstruction of an object from few radiographic views. A mixed variable programming problem is formulated in ...
Mark A. Abramson, Thomas J. Asaki, J. E. Dennis, K...
MP
2010
163views more  MP 2010»
15 years 1 months ago
Speeding up IP-based algorithms for constrained quadratic 0-1 optimization
In many practical applications, the task is to optimize a non-linear objective function over the vertices of a well-studied polytope as, e.g., the matching polytope or the travelli...
Christoph Buchheim, Frauke Liers, Marcus Oswald