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DATAMINE
2006
127views more  DATAMINE 2006»
14 years 12 months ago
Computing LTS Regression for Large Data Sets
Least trimmed squares (LTS) regression is based on the subset of h cases (out of n) whose least squares t possesses the smallest sum of squared residuals. The coverage h may be se...
Peter Rousseeuw, Katrien van Driessen
ENTCS
2006
138views more  ENTCS 2006»
14 years 12 months ago
Variables as Resource in Separation Logic
Separation logic [20,21,14] began life as an extended formalisation of Burstall's treatment of list-mutating programs [8]. It rapidly became clear that there was more that it...
Richard Bornat, Cristiano Calcagno, Hongseok Yang
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
JUCS
2008
162views more  JUCS 2008»
14 years 11 months ago
Composition and Run-time Adaptation of Mismatching Behavioural Interfaces
Abstract: Reuse of software entities such as components or Web services raise composition issues since, most of the time, they present mismatches in their interfaces. These mismatc...
Javier Cámara, Gwen Salaün, Carlos Can...
MP
2008
99views more  MP 2008»
14 years 11 months ago
Efficient robust optimization for robust control with constraints
This paper proposes an efficient computational technique for the optimal control of linear discrete-time systems subject to bounded disturbances with mixed polytopic constraints o...
Paul J. Goulart, Eric C. Kerrigan, Daniel Ralph