Sciweavers

2143 search results - page 175 / 429
» corr 2010
Sort
View
123
Voted
CORR
2010
Springer
65views Education» more  CORR 2010»
15 years 6 months ago
Efficient Computation of Optimal Trading Strategies
Given the return series for a set of instruments, a trading strategy is a switching function that transfers wealth from one instrument to another at specified times. We present ef...
Victor Boyarshinov, Malik Magdon-Ismail
CORR
2010
Springer
56views Education» more  CORR 2010»
15 years 6 months ago
Theory and Applications of Robust Optimization
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...
CORR
2010
Springer
79views Education» more  CORR 2010»
15 years 6 months ago
Providing Data Group Anonymity Using Concentration Differences
Public access to digital data can turn out to be a cause of undesirable information disclosure. That's why it is vital to somehow protect the data before publishing. There are...
Oleg Chertov, Dan Tavrov
CORR
2010
Springer
127views Education» more  CORR 2010»
15 years 6 months ago
Extended core and choosability of a graph
A graph G is (a, b)-choosable if for any color list of size a associated with each vertices, one can choose a subset of b colors such that adjacent vertices are colored with disjoi...
Yves Aubry, Godin Jean-Christophe, Togni Olivier
CORR
2010
Springer
72views Education» more  CORR 2010»
15 years 5 months ago
A Generalized Sampling Theorem for Reconstructions in Arbitrary Bases
—We present a generalized sampling theorem allowing reconstructions in arbitrary bases. The classical Shannon Sampling Theorem is a special case of our theorem. Specifically, we...
Ben Adcock, Anders C. Hansen