Abstract. The Library of Babel, described by Jorge Luis Borges, stores an enormous amount of information. The Library exists ab aeterno. Wikipedia, a free online encyclopaedia, bec...
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
This paper concerns the capacity of the discrete noiseless channel introduced by Shannon. A sufficient condition is given for the capacity to be well-defined. For a general discre...
Abstract-- This paper addresses the issue of design of lowrate sparse-graph codes with linear minimum distance in the blocklength. First, we define a necessary condition which need...
This paper describes experiences from implementing key parts of a compiler for Modelica, an object-oriented language supporting declarative modeling and simulation of complex phys...