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IOR
2006
91views more  IOR 2006»
14 years 11 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
GLOBECOM
2010
IEEE
14 years 8 months ago
Skip Finite Automaton: A Content Scanning Engine to Secure Enterprise Networks
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 ...
CIKM
2004
Springer
15 years 4 months ago
RStar: an RDF storage and query system for enterprise resource management
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 ...
Li Ma, Zhong Su, Yue Pan, Li Zhang, Tao Liu
BMCBI
2008
228views more  BMCBI 2008»
14 years 11 months ago
Adaptive diffusion kernel learning from biological networks for protein function prediction
Background: Machine-learning tools have gained considerable attention during the last few years for analyzing biological networks for protein function prediction. Kernel methods a...
Liang Sun, Shuiwang Ji, Jieping Ye
KDD
2004
ACM
118views Data Mining» more  KDD 2004»
15 years 11 months ago
Parallel computation of high dimensional robust correlation and covariance matrices
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...