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ANOR
2007
73views more  ANOR 2007»
15 years 6 hour ago
A sample-path approach to optimal position liquidation
We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
Pavlo A. Krokhmal, Stan Uryasev
CG
2008
Springer
14 years 12 months ago
Parallel reflective symmetry transformation for volume data
Many volume data possess symmetric features that can be clearly observed, for example, those existing in diffusion tensor image data sets. The exploitations of symmetries for volu...
Yuan Hong, Han-Wei Shen
ENTCS
2008
132views more  ENTCS 2008»
14 years 12 months ago
Distributed Verification of Multi-threaded C++ Programs
Verification of multi-threaded C++ programs poses three major challenges: the large number of states, states with huge sizes, and time intensive expansions of states. This paper p...
Stefan Edelkamp, Shahid Jabbar, Damian Sulewski
EOR
2008
73views more  EOR 2008»
14 years 12 months ago
Strategic planning in fractional aircraft ownership programs
In the fractional ownership model, the partial owner of an aircraft is entitled to certain flight hours per year, and the management company is responsible for all the operational...
Yufeng Yao, Özlem Ergun, Ellis Johnson, Willi...
DATAMINE
2006
83views more  DATAMINE 2006»
14 years 12 months ago
Structural Hidden Markov Models Using a Relation of Equivalence: Application to Automotive Designs
Standard hidden Markov models (HMM's) have been studied extensively in the last two decades. It is well known that these models assume state conditional independence of the ob...
Djamel Bouchaffra, Jun Tan