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CDC
2008
IEEE
186views Control Systems» more  CDC 2008»
16 years 1 months ago
Continuous-time behavioral portfolio selection
This paper formulates and studies a general continuous-time behavioral portfolio selection model under Kahneman and Tversky's (cumulative) prospect theory, featuring S-shaped...
Hanqing Jin, Xun Yu Zhou
COLT
2005
Springer
15 years 8 months ago
From External to Internal Regret
External regret compares the performance of an online algorithm, selecting among N actions, to the performance of the best of those actions in hindsight. Internal regret compares ...
Avrim Blum, Yishay Mansour
TSP
2008
87views more  TSP 2008»
15 years 6 months ago
Interference Suppression for Memoryless Nonlinear Multiuser Systems Using Constellation Structure
A generalized concept of interference suppression is introduced for multiuser systems with a known memoryless transmit non-linearity, such as in the downlink amplifier of a satelli...
Ananya Sen Gupta, Andrew Singer
ICFP
2003
ACM
16 years 6 months ago
FreshML: programming with binders made simple
FreshML extends ML with elegant and practical constructs for declaring and manipulating syntactical data involving statically scoped binding operations. User-declared FreshML data...
Mark R. Shinwell, Andrew M. Pitts, Murdoch Gabbay
PLDI
2010
ACM
16 years 4 months ago
Type-preserving Compilation for End-to-end Verification of Security Enforcement
A number of programming languages use rich type systems to verify security properties of code. Some of these languages are meant for source programming, but programs written in th...
Juan Chen, Ravi Chugh, Nikhil Swamy