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» Algorithms for distributed functional monitoring
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86
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NIPS
2008
15 years 2 months ago
Adapting to a Market Shock: Optimal Sequential Market-Making
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
Sanmay Das, Malik Magdon-Ismail
MP
2006
175views more  MP 2006»
15 years 22 days ago
Conditional Value-at-Risk in Stochastic Programs with Mixed-Integer Recourse
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 -...
Rüdiger Schultz, Stephan Tiedemann
98
Voted
IJON
2007
93views more  IJON 2007»
15 years 21 days ago
Computing with active dendrites
This paper introduces a new model of a spiking neuron with active dendrites and dynamic synapses (ADDS). The neuron employs the dynamics of the synapses and the active properties ...
Christo Panchev
203
Voted
WAW
2010
Springer
312views Algorithms» more  WAW 2010»
14 years 10 months ago
The Geometric Protean Model for On-Line Social Networks
We introduce a new geometric, rank-based model for the link structure of on-line social networks (OSNs). In the geo-protean (GEO-P) model for OSNs nodes are identified with points ...
Anthony Bonato, Jeannette Janssen, Pawel Pralat
MIA
2011
111views more  MIA 2011»
14 years 7 months ago
Segmenting the prostate and rectum in CT imagery using anatomical constraints
The automatic segmentation of the prostate and rectum from 3-D computed tomography (CT) images is still a challenging problem, and is critical for image-guided therapy application...
Siqi Chen, D. Michael Lovelock, Richard J. Radke