Optimal control problems for constrained linear systems with a linear cost can be posed as multiparametric linear programs with a parameter in the cost, or equivalently the right-...
Colin Neil Jones, Eric C. Kerrigan, Jan M. Maciejo...
There is growing evidence that consumers are influenced by Internet-based opinion forums before making a variety of purchase decisions. Firms whose products are being discussed in...
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 ...
In this paper, we study the problem of nonnegative graph
embedding, originally investigated in [14] for reaping the
benefits from both nonnegative data factorization and the
spe...
Changhu Wang (University of Science and Technology...
This article proposes a novel similarity measure between
vector sequences. Recently, a model-based approach was
introduced to address this issue. It consists in modeling
each se...