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ICASSP
2011
IEEE
14 years 10 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
ICFP
2012
ACM
13 years 8 months ago
Transporting functions across ornaments
Programming with dependent types is a blessing and a curse. It is a blessing to be able to bake invariants into the definition of datatypes: we can finally write correct-by-cons...
Pierre-Évariste Dagand, Conor McBride
TSMC
2011
210views more  TSMC 2011»
15 years 1 months ago
Fault Diagnosis in Discrete-Event Systems: Incomplete Models and Learning
— Most state-based approaches to fault diagnosis of discrete-event systems require a complete and accurate model of the system to be diagnosed. In this paper, we address the prob...
Raymond H. Kwong, David L. Yonge-Mallo
ICASSP
2011
IEEE
14 years 10 months ago
Transitional surrogates
While an exact stationarization of a process with a given spectrum magnitude can be obtained via a complete randomization of the spectrum phase (“surrogates” technique), we pr...
Pierre Borgnat, Patrick Flandrin, André Fer...
SPAA
1998
ACM
15 years 10 months ago
Computation-Centric Memory Models
We present a computation-centric theory of memory models. Unlike traditional processor-centric models, computation-centric models focus on the logical dependencies among instructi...
Matteo Frigo, Victor Luchangco