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WSC
2008
15 years 8 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
166
Voted
ATAL
2008
Springer
15 years 8 months ago
Sigma point policy iteration
In reinforcement learning, least-squares temporal difference methods (e.g., LSTD and LSPI) are effective, data-efficient techniques for policy evaluation and control with linear v...
Michael H. Bowling, Alborz Geramifard, David Winga...
CDC
2008
IEEE
149views Control Systems» more  CDC 2008»
15 years 8 months ago
Distributed computation under bit constraints
Abstract-- A network of nodes communicate via noisy channels. Each node has some real-valued initial measurement or message. The goal of each of the nodes is to acquire an estimate...
Ola Ayaso, Devavrat Shah, Munther A. Dahleh
CIKM
2008
Springer
15 years 8 months ago
Suppressing outliers in pairwise preference ranking
Many of the recently proposed algorithms for learning feature-based ranking functions are based on the pairwise preference framework, in which instead of taking documents in isola...
Vitor R. Carvalho, Jonathan L. Elsas, William W. C...
ECAI
2008
Springer
15 years 8 months ago
Optimizing Causal Link Based Web Service Composition
Automation of Web service composition is one of the most interesting challenges facing the Semantic Web today. Since Web services have been enhanced with formal semantic descriptio...
Freddy Lécué, Alexandre Delteil, Ala...