A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
In this paper we propose a modified framework of support vector machines, called Oblique Support Vector Machines(OSVMs), to improve the capability of classification. The principl...
This paper presents a novel discriminative learning technique for label sequences based on a combination of the two most successful learning algorithms, Support Vector Machines an...
Yasemin Altun, Ioannis Tsochantaridis, Thomas Hofm...
A minimum time problem with a nonlinear smooth dynamics and a target satisfying an internal sphere condition is considered. Under the assumption that the minimum time T be continu...
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...