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--Today's file sharing networks are creating potential security problems to enterprise networks, i.e., the leakage of confidential documents. In order to prevent such ...
Junchen Jiang, Yi Tang, Bin Liu, Yang Xu, Xiaofei ...
Modern corporations operate in an extremely complex environment and strongly depend on all kinds of information resources across the enterprise. Unfortunately, with the growth of ...
Background: Machine-learning tools have gained considerable attention during the last few years for analyzing biological networks for protein function prediction. Kernel methods a...
The computation of covariance and correlation matrices are critical to many data mining applications and processes. Unfortunately the classical covariance and correlation matrices...
James Chilson, Raymond T. Ng, Alan Wagner, Ruben H...