In this paper we apply a heuristic method based on artificial neural networks (NN) in order to trace out the efficient frontier associated to the portfolio selection problem. We...
Abstract— We develop a general framework for MAP estimation in discrete and Gaussian graphical models using Lagrangian relaxation techniques. The key idea is to reformulate an in...
Jason K. Johnson, Dmitry M. Malioutov, Alan S. Wil...
: Scattering of neutrons and x-rays from molecules in solution offers alternative approaches to the studying of a wide range of macromolecular structures in their solution state w...
Paritosh A. Kavathekar, Bruce A. Craig, Alan M. Fr...
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Abstract-- This paper presents a framework for generating time-optimal velocity profiles for a group of pathconstrained vehicle robots that have fixed and known initial and goal lo...