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194
Voted
KES
2006
Springer
15 years 6 months ago
2006
Springer
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
140
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MANSCI
2006
15 years 6 months ago
2006
Although there has been much attention in recent years on the effects of additive background risks, the same is not true for its multiplicative counterpart. We consider random wea...
149
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MCSS
2006
Springer
15 years 6 months ago
2006
Springer
Abstract Limited capacity of communication channels has brought to the attention of many researchers the analysis of control systems subject to a quantized input set. In some funda...
168
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FOCM
2007
15 years 6 months ago
2007
A general scheme for trust-region methods on Riemannian manifolds is proposed and analyzed. Among the various approaches available to (approximately) solve the trust-region subpro...
175
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MP
2006
15 years 6 months ago
2006
Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to ob...