6582 search results - page 321 / 1317 » The focus of attention problem |
192
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KES
2006
Springer
15 years 6 months ago
2006
Springer
Forecasting exchange rates is an important financial problem that is receiving increasing attention especially because of its difficulty and practical applications. This paper prop...
148
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MCSS
2006
Springer
15 years 6 months ago
2006
Springer
Abstract Limited capacity of communication channels has brought to the attention of many researchers the analysis of control systems subject to a quantized input set. In some funda...
175
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MP
2006
15 years 6 months ago
2006
Using recent progress on moment problems, and their connections with semidefinite optimization, we present in this paper a new methodology based on semidefinite optimization, to ob...
181
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MP
2006
15 years 6 months ago
2006
Optimality conditions are derived for problems of minimizing a general measure of deviation of a random variable, with special attention to situations where the random variable cou...
200
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MP
2006
15 years 6 months ago
2006
In classical two-stage stochastic programming the expected value of the total costs is minimized. Recently, mean-risk models - studied in mathematical finance for several decades -...