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IOR
2006
91views more  IOR 2006»
15 years 6 months ago
Robust One-Period Option Hedging
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
CPHYSICS
2007
106views more  CPHYSICS 2007»
15 years 6 months ago
The way towards thermonuclear fusion simulators
In parallel to the ITER project itself, many initiatives address complementary technological issues relevant to a fusion reactor, as well as many remaining scientific issues. One...
A. Bécoulet, Per Strand, H. Wilson, M. Roma...
JMLR
2008
230views more  JMLR 2008»
15 years 6 months ago
Exponentiated Gradient Algorithms for Conditional Random Fields and Max-Margin Markov Networks
Log-linear and maximum-margin models are two commonly-used methods in supervised machine learning, and are frequently used in structured prediction problems. Efficient learning of...
Michael Collins, Amir Globerson, Terry Koo, Xavier...
JUCS
2008
147views more  JUCS 2008»
15 years 6 months ago
Security and Usability Aspects of Man-in-the-Middle Attacks on ZRTP
Abstract: ZRTP is a protocol designed to set up a shared secret between two communication parties which is subsequently used to secure the media stream (i.e. the audio data) of a V...
Martin Petraschek, Thomas Hoeher, Oliver Jung, Hel...
193
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KES
2008
Springer
15 years 6 months ago
Classification and Retrieval through Semantic Kernels
Abstract. This work proposes a family of language-independent semantic kernel functions defined for individuals in an ontology. This allows exploiting wellfounded kernel methods fo...
Claudia d'Amato, Nicola Fanizzi, Floriana Esposito
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