We consider the problem of optimal position liquidation with the aim of maximizing the expected cash flow stream from the transaction in the presence of temporary or permanent ma...
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted ...
Mikhail Zaslavskiy, Francis Bach, Jean-Philippe Ve...
This paper presents the language Lutin and its operational semantics. This language specifically targets the domain of reactive systems, where an execution is a (virtually) infini...
The mixmod (mixture modeling) program fits mixture models to a given data set for the purposes of density estimation, clustering or discriminant analysis. A large variety of algor...
For systems where exact constitutive relations are unknown, a microscopic level description can be alternatively used. As microscopic simulations are computationally expensive, th...