IOR
2006
13 years 4 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
CORR
2006
Springer
13 years 4 months ago
2006
Springer
Consider the problem of joint parameter estimation and prediction in a Markov random field: i.e., the model parameters are estimated on the basis of an initial set of data, and th...
CCE
2006
13 years 4 months ago
2006
Principal differential analysis (PDA) is an alternative parameter estimation technique for differential equation models in which basis functions (e.g., B-splines) are fitted to dy...
CAD
2006
Springer
13 years 4 months ago
2006
Springer
We present a parameter synthesis algorithm for planar, higher pair mechanical systems. The input is a parametric model of a mechanical system (part shapes and configurations) with...
BMCBI
2006
13 years 4 months ago
2006
Background: Dynamic modeling of metabolic reaction networks under in vivo conditions is a crucial step in order to obtain a better understanding of the (dis)functioning of living ...
ICGA
2008
13 years 4 months ago
2008
Recently, Monte-Carlo Tree Search (MCTS) has become a popular approach for intelligent play in games. Amongst others, it is successfully used in most state-of-the-art Go programs....
BMCBI
2006
13 years 4 months ago
2006
Background: Particle Swarm Optimization (PSO) is an established method for parameter optimization. It represents a population-based adaptive optimization technique that is influen...
BMCBI
2006
13 years 4 months ago
2006
Background: Accurate methods for extraction of meaningful patterns in high dimensional data have become increasingly important with the recent generation of data types containing ...
AUTOMATICA
2006
13 years 4 months ago
2006
The challenging problem in linear control theory is to describe the total set of parameters (controller coefficients or plant characteristics) which provide stability of a system....
ALMOB
2006
13 years 4 months ago
2006
Background: In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter mu...