This note is best described as a ‘Research Challenge’, and concerns building an ultra high frequency (UHF) trading system. The emphasis is on addressing the problems posed by ...
In this paper we survey the primary research, both theoretical and applied, in the area of Robust Optimization (RO). Our focus is on the computational attractiveness of RO approac...
Dimitris Bertsimas, David B. Brown, Constantine Ca...
We consider the problem of orienting the edges of a graph so that the length of a longest path in the resulting digraph is minimum. As shown by Gallai, Roy and Vitaver, this edge ...
An ever-present problem in intrusion detection technology is how to construct the patterns of (good, bad or anomalous) behaviour upon which an engine have to make decisions regardi...
Previous research has shown that aggregated predictors improve the performance of non-parametric function approximation techniques. This paper presents the results of applying agg...