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IOR
2006
91views more  IOR 2006»
14 years 9 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
JSC
2006
52views more  JSC 2006»
14 years 9 months ago
Markov bases of three-way tables are arbitrarily complicated
We show the following two universality statements on the entry-ranges and Markov bases of spaces of 3-way contingency tables with fixed 2-margins: (1) For any finite set D of nonn...
Jesús A. De Loera, Shmuel Onn
SIGIR
2008
ACM
14 years 9 months ago
A user browsing model to predict search engine click data from past observations
Search engine click logs provide an invaluable source of relevance information but this information is biased because we ignore which documents from the result list the users have...
Georges Dupret, Benjamin Piwowarski
SIGIR
2008
ACM
14 years 9 months ago
Multi-document summarization via sentence-level semantic analysis and symmetric matrix factorization
Multi-document summarization aims to create a compressed summary while retaining the main characteristics of the original set of documents. Many approaches use statistics and mach...
Dingding Wang, Tao Li, Shenghuo Zhu, Chris H. Q. D...
IJCV
2007
194views more  IJCV 2007»
14 years 9 months ago
Self-Invertible 2D Log-Gabor Wavelets
Orthogonal and biorthogonal wavelets became very popular image processing tools but exhibit major drawbacks, namely a poor resolution in orientation and the lack of translation inv...
Sylvain Fischer, Filip Sroubek, Laurent Perrinet, ...