Information systems require awareness of risks and a good understanding of vulnerabilities and their exploitations. In this paper, we propose a novel approach for the systematic as...
We propose a novel second order cone programming formulation for designing robust classifiers which can handle uncertainty in observations. Similar formulations are also derived f...
Pannagadatta K. Shivaswamy, Chiranjib Bhattacharyy...
We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczy...
This paper presents FunctionalForms, a combinator library for constructing fully functioning forms in a concise and flexible way. A form is a part of a graphical user interface (G...
Gauss-Lobatto quadrature formulae associated with symmetric weight functions are considered. The kernel of the remainder term for classes of analytic functions is investigated on e...