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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
PTS
1993
91views Hardware» more  PTS 1993»
15 years 1 months ago
Generating Tests for Control Portion of SDL Specifications
The signal SAVE construct is one of the features distinguishing SDL from convent specification and programming languages. On the other hand, this feature increase testing SDL-spec...
Gang Luo, Anindya Das, Gregor von Bochmann
JMM2
2006
80views more  JMM2 2006»
14 years 11 months ago
Implementing Holistic Dimensions for a Facial Composite System
Facial composites are pictures of human faces. These are normally constructed by victims and witnesses of crime who describe a suspect's face and then select individual facial...
Charlie D. Frowd, Vicki Bruce, Alex H. McIntyre, D...
AAAI
2008
15 years 2 months ago
Learning to Analyze Binary Computer Code
We present a novel application of structured classification: identifying function entry points (FEPs, the starting byte of each function) in program binaries. Such identification ...
Nathan E. Rosenblum, Xiaojin Zhu, Barton P. Miller...
SIGSOFT
2005
ACM
16 years 15 days ago
SOBER: statistical model-based bug localization
Automated localization of software bugs is one of the essential issues in debugging aids. Previous studies indicated that the evaluation history of program predicates may disclose...
Chao Liu 0001, Jiawei Han, Long Fei, Samuel P. Mid...