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» Stochastic Offline Programming
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86
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ANOR
2007
73views more  ANOR 2007»
14 years 9 months ago
A sample-path approach to optimal position liquidation
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...
Pavlo A. Krokhmal, Stan Uryasev
CORR
2008
Springer
126views Education» more  CORR 2008»
14 years 9 months ago
Path following algorithm for the graph matching problem
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...
76
Voted
ENTCS
2008
120views more  ENTCS 2008»
14 years 9 months ago
Specifying and Executing Reactive Scenarios With Lutin
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...
Pascal Raymond, Yvan Roux, Erwan Jahier
CSDA
2006
91views more  CSDA 2006»
14 years 9 months ago
Model-based cluster and discriminant analysis with the MIXMOD software
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...
Christophe Biernacki, Gilles Celeux, Gérard...
CCE
2007
14 years 9 months ago
Adaptive optimisation of noisy black-box functions inherent in microscopic models
For systems where exact constitutive relations are unknown, a microscopic level description can be alternatively used. As microscopic simulations are computationally expensive, th...
Eddie Davis, Marianthi G. Ierapetritou