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COR
2008
116views more  COR 2008»
15 years 3 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
124
Voted
INFOCOM
2007
IEEE
15 years 9 months ago
Modelling and Optimization of Stochastic Routing for Wireless Multi-Hop Networks
—We introduce a novel approach to multi-hop routing in wireless networks. Instead of the usual graph description we characterize the network by the packet delivery ratio matrix w...
Alejandro Ribeiro, Georgios B. Giannakis, Zhi-Quan...
124
Voted
IWSEC
2010
Springer
15 years 1 months ago
Optimal Adversary Behavior for the Serial Model of Financial Attack Trees
Abstract. Attack tree analysis is used to estimate different parameters of general security threats based on information available for atomic subthreats. We focus on estimating the...
Margus Niitsoo
149
Voted
CVPR
2009
IEEE
16 years 10 months ago
Learning Optimized MAP Estimates in Continuously-Valued MRF Models
We present a new approach for the discriminative training of continuous-valued Markov Random Field (MRF) model parameters. In our approach we train the MRF model by optimizing t...
Kegan G. G. Samuel, Marshall F. Tappen
113
Voted
TWC
2008
145views more  TWC 2008»
15 years 3 months ago
Robust Optimization Models for Energy-Limited Wireless Sensor Networks under Distance Uncertainty
The distance between nodes in a wireless sensor network (WSN) is an important factor in the performance that can be extracted from the network for many tasks. However, the distanc...
Wei Ye, Fernando Ordóñez