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COR
2008
116views more  COR 2008»
14 years 10 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
SI3D
2009
ACM
15 years 4 months ago
Soft irregular shadow mapping: fast, high-quality, and robust soft shadows
We introduce a straightforward, robust, and efficient algorithm for rendering high-quality soft shadows in dynamic scenes. Each frame, points in the scene visible from the eye ar...
Gregory S. Johnson, Warren A. Hunt, Allen Hux, Wil...
CVPR
2004
IEEE
16 years 2 days ago
Towards Robust Structure-Based Enhancement and Horizon Picking in 3-D Seismic Data
We present a novel structure-enhancing adaptive filter guided by features derived from the Gradient Structure Tensor. We employ this filter to reduce noise in seismic data and to ...
Sean M. O'Malley, Ioannis A. Kakadiaris
CVPR
2005
IEEE
16 years 2 days ago
Robust Object Detection via Soft Cascade
We describe a method for training object detectors using a generalization of the cascade architecture, which results in a detection rate and speed comparable to that of the best p...
Lubomir D. Bourdev, Jonathan Brandt
ICPR
2008
IEEE
15 years 11 months ago
Robust extraction of 1D skeletons from grayscale 3D images
We propose novel thinning conditions for grayscale 3D images that do not rely on image thresholding or segmentation. The resulting grayscale skeletonization routine extracts a top...
Emilio R. Antúnez, Leonidas J. Guibas