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» Some results on the Collatz problem
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ORL
2007
64views more  ORL 2007»
15 years 6 months ago
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
In this paper we consider the robust portfolio selection problem involving two types of uncertainties; the uncertainty in the distribution of exit time and the uncertainty in the ...
Dashan Huang, Frank J. Fabozzi, Masao Fukushima
EOR
2008
85views more  EOR 2008»
15 years 5 months ago
Asset and liability modelling for participating policies with guarantees
We study the problem of asset and liability management of participating insurance policies with guarantees. We develop a scenario optimization model for integrative asset and liab...
Andrea Consiglio, Flavio Cocco, Stavros A. Zenios
IDA
2010
Springer
15 years 5 months ago
Clustering with feature order preferences
We propose a clustering algorithm that effectively utilizes feature order preferences, which have the form that feature s is more important than feature t. Our clustering formulati...
Jun Sun, Wenbo Zhao, Jiangwei Xue, Zhiyong Shen, Y...
JUCS
2010
148views more  JUCS 2010»
15 years 5 months ago
Applying RFD to Construct Optimal Quality-Investment Trees
: River Formation Dynamics (RFD) is an evolutionary computation method based on copying how drops form rivers by eroding the ground and depositing sediments. Given a cost-evaluated...
Pablo Rabanal, Ismael Rodríguez, Fernando R...
ICMLA
2010
15 years 4 months ago
Multimodal Parameter-exploring Policy Gradients
Abstract-- Policy Gradients with Parameter-based Exploration (PGPE) is a novel model-free reinforcement learning method that alleviates the problem of high-variance gradient estima...
Frank Sehnke, Alex Graves, Christian Osendorfer, J...