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ANOR
2007
73views more  ANOR 2007»
15 years 6 months ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
COR
2008
97views more  COR 2008»
15 years 6 months ago
To be fair or efficient or a bit of both
Introducing a new concept of (, )-fairness, which allows for a bounded fairness compromise, so that a source is allocated a rate neither less than 0 1, nor more than 1, times...
Moshe Zukerman, Musa Mammadov, Liansheng Tan, Irad...
ENTCS
2008
120views more  ENTCS 2008»
15 years 6 months ago
Specifying and Executing Reactive Scenarios With Lutin
This paper presents the language Lutin and its operational semantics. This language specifically targets the domain of reactive systems, where an execution is a (virtually) infini...
Pascal Raymond, Yvan Roux, Erwan Jahier
ML
2008
ACM
162views Machine Learning» more  ML 2008»
15 years 6 months ago
Incorporating prior knowledge in support vector regression
This paper explores the addition of constraints to the linear programming formulation of the support vector regression problem for the incorporation of prior knowledge. Equality an...
Fabien Lauer, Gérard Bloch
INFORMS
2010
145views more  INFORMS 2010»
15 years 5 months ago
An Automated Intensity-Modulated Radiation Therapy Planning System
We design and implement an intensity-modulated radiation therapy (IMRT) plan generation technology that effectively and efficiently optimizes beam geometry as well as beam intens...
Shabbir Ahmed, Ozan Gozbasi, Martin W. P. Savelsbe...