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IJAR
2006
125views more  IJAR 2006»
14 years 9 months ago
Computing best-possible bounds for the distribution of a sum of several variables is NP-hard
In many real-life situations, we know the probability distribution of two random variables x1 and x2, but we have no information about the correlation between x1 and x2; what are ...
Vladik Kreinovich, Scott Ferson
IOR
2006
91views more  IOR 2006»
14 years 9 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
SIAMSC
2008
230views more  SIAMSC 2008»
14 years 9 months ago
Augmented Mixed Finite Element Methods for the Stationary Stokes Equations
In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...
Leonardo E. Figueroa, Gabriel N. Gatica, Antonio M...
SIGIR
2008
ACM
14 years 9 months ago
A new probabilistic retrieval model based on the dirichlet compound multinomial distribution
The classical probabilistic models attempt to capture the Ad hoc information retrieval problem within a rigorous probabilistic framework. It has long been recognized that the prim...
Zuobing Xu, Ram Akella
TC
2008
14 years 9 months ago
Cryptanalysis with COPACOBANA
Cryptanalysis of ciphers usually involves massive computations. The security parameters of cryptographic algorithms are commonly chosen so that attacks are infeasible with availabl...
Tim Güneysu, Timo Kasper, Martin Novotn&yacut...