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MP
2002
14 years 9 months ago
2002
Using standard nonlinear programming (NLP) theory, we establish formulas for first and second order directional derivatives for optimal value functions of parametric mathematical ...
IJNSEC
2010
14 years 4 months ago
2010
Orthomorphic permutations have important applications in the design of block ciphers. A practical algorithm is derived to generate all orthomorphic permutations over Fm 2 , and it...
BSL
2004
14 years 9 months ago
2004
This paper ties together much of the model theory of the last 50 years. Shelah's attempts to generalize the Morley theorem beyond first order logic led to the notion of excel...
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Lecture Notes
These notes cover several topics such as Mean-Variance Frontier, Index Models, Risk Measures, CAPM, Utility-Based Portfolio Choice, CAPM Extensions
Investment for the Long Run, Te...
ANOR
2006
14 years 9 months ago
2006
This note develops asymptotic formulae for single-commodity network flow problems with random inputs. The transportation linear programming problem (TLP) where N points lie in a r...