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WSC
2008
15 years 3 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
BMCBI
2008
114views more  BMCBI 2008»
15 years 1 months ago
Dinucleotide controlled null models for comparative RNA gene prediction
Background: Comparative prediction of RNA structures can be used to identify functional noncoding RNAs in genomic screens. It was shown recently by Babak et al. [BMC Bioinformatic...
Tanja Gesell, Stefan Washietl
SAB
2010
Springer
133views Optimization» more  SAB 2010»
14 years 12 months ago
Simulating Human Table Tennis with a Biomimetic Robot Setup
Playing table tennis is a difficult motor task which requires fast movements, accurate control and adaptation to task parameters. Although human beings see and move slower than mos...
Katharina Mülling, Jens Kober, Jan Peters
MP
2011
14 years 4 months ago
An interior-point piecewise linear penalty method for nonlinear programming
We present an interior-point penalty method for nonlinear programming (NLP), where the merit function consists of a piecewise linear penalty function (PLPF) and an 2-penalty functi...
Lifeng Chen, Donald Goldfarb
WSC
2004
15 years 2 months ago
Integrating Operations Simulation Results with an Immersive Virtual Reality Environment
This paper demonstrates the utilization of immersive virtual reality environments in the investigation of operations simulation results. The authors outline the benefits offered b...
Gordon D. Rehn, Marco Lemessi, Judy M. Vance, Deni...