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SIAMJO
2010
155views more  SIAMJO 2010»
15 years 1 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
SOCO
2010
Springer
15 years 1 months ago
Taximeter verification with GPS and soft computing techniques
Until recently, local governments in Spain were using machines with rolling cylinders for verifying taximeters. However, the condition of the tires can lead to errors in the proces...
José Villar, Adolfo Otero, José Oter...
TASE
2010
IEEE
15 years 1 months ago
Robust Calibration for Localization in Clustered Wireless Sensor Networks
This paper presents a robust calibration procedure for clustered wireless sensor networks. Accurate calibration of between-node distances is one crucial step in localizing sensor n...
Jung Jin Cho, Yu Ding, Yong Chen, Jiong Tang
TIP
2010
131views more  TIP 2010»
15 years 1 months ago
Orientation Modulation for Data Hiding in Clustered-Dot Halftone Prints
We present a new framework for data hiding in images printed with clustered dot halftones. Our application scenario, like other hardcopy embedding methods, encounters fundamental c...
Orhan Bulan, Gaurav Sharma, Vishal Monga
TSP
2010
15 years 1 months ago
Variance-component based sparse signal reconstruction and model selection
We propose a variance-component probabilistic model for sparse signal reconstruction and model selection. The measurements follow an underdetermined linear model, where the unknown...
Kun Qiu, Aleksandar Dogandzic
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