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81
Voted
ANOR
2010
15 years 24 days ago
2010
Abstract In this paper we provide a survey of recent contributions to robust portfolio strategies from operations research and finance to the theory of portfolio selection. Our sur...
61
Voted
CORR
2008
Springer
15 years 23 days ago
2008
Springer
We consider the problem of reconstructing a discrete-time continuous-amplitude signal corrupted by a known memoryless channel with a general output alphabet. We develop a sequence ...
112
Voted
CORR
2008
Springer
15 years 22 days ago
2008
Springer
In this paper we introduce an information theoretic approach and use techniques from the theory of Huffman codes to construct a sequence of binary sampling vectors to determine a s...
FSS
2008
15 years 22 days ago
2008
In this paper, we propose granularity as a new index to characterize the nonspecificity of a summative kernel. This index is intended to reflect the behavior of a kernel in the us...
83
Voted
SIAMCO
2008
15 years 18 days ago
2008
We solve optimal transportation problem using stochastic optimal control theory. Indeed, for a super linear cost at most quadratic at infinity, we prove Kantorovich duality theore...