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157
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FS
2006
15 years 6 months ago
2006
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
232
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CVPR
2012
IEEE
13 years 8 months ago
2012
IEEE
We introduce a method to repair an image which has been stamped by an identigram or a watermark. Our method is based on the cross-channel correlation which assures the co-occurren...
178
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CDC
2009
IEEE
15 years 9 months ago
2009
IEEE
The paper is devoted to the stability analysis of linear time varying delay. We first model the time varying delay system as an interconnected system between a known linear trans...
147
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ACL
2010
15 years 4 months ago
2010
We describe an approach to simultaneous tokenization and part-of-speech tagging that is based on separating the closed and open-class items, and focusing on the likelihood of the ...
163
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DFT
2005
IEEE
15 years 12 months ago
2005
IEEE
The present paper proposes a new method for detecting arbitrary faults in a functional circuit when the set of codewords is limited and known in advance. The method is based on im...