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SIAMMA
2010
52views more  SIAMMA 2010»
12 years 11 months ago
Exit Times of Diffusions with Incompressible Drift
Let Rn be a bounded domain and for x let (x) be the expected exit time from of a diffusing particle starting at x and advected by an incompressible flow u. We are interested i...
Gautam Iyer, Alexei Novikov, Lenya Ryzhik, Andrej ...
ORL
2007
64views more  ORL 2007»
13 years 3 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
NORDICHI
2004
ACM
13 years 9 months ago
On-line adjustment of dwell time for target selection by gaze
In eye typing systems, a dwell time that adjusts to the user’s natural typing speed is highly desirable. We present an algorithm for on-line adjustment of dwell time developed a...
Oleg Spakov, Darius Miniotas