The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
Abstract. In this paper, we elaborate how decision space diversity can be integrated into indicator-based multiobjective search. We introduce DIOP, the diversity integrating multio...
We study the problem of minimum energy cooperative path (MECP) routing in wireless networks. The joint problem of cooperative routing in wireless networks that combines route sele...
We present an efficient framework for dynamic reconfiguration of application-specific custom instructions. A key component of this framework is an iterative algorithm for temporal...
This paper addresses the problem of variable ranking for Support Vector Regression. The relevance criteria that we proposed are based on leave-one-out bounds and some variants and...