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» The Complexity of Forecast Testing
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COR
2008
116views more  COR 2008»
14 years 9 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
TGIS
2002
137views more  TGIS 2002»
14 years 9 months ago
Spatio-Temporal Object-Oriented Data Model for Disaggregate Travel Behavior
The research field of transportation demand forecasting has started to focus on disaggregate travel behavior and micro-simulation models. To create data infrastructure, disaggrega...
Ali Frihida, Danielle J. Marceau, Marius Thé...
STOC
2005
ACM
113views Algorithms» more  STOC 2005»
15 years 10 months ago
Efficient testing of groups
We construct an efficient probabilistic algorithm that, given a finite set with a binary operation, tests if it is an abelian group. The distance used is an analogue of the edit d...
Katalin Friedl, Gábor Ivanyos, Miklos Santh...
CORR
2010
Springer
124views Education» more  CORR 2010»
14 years 7 months ago
Property Testing via Set-Theoretic Operations
: Given two testable properties P1 and P2, under what conditions are the union, intersection or set-difference of these two properties also testable? We initiate a systematic study...
Victor Chen, Madhu Sudan, Ning Xie
AAECC
2002
Springer
132views Algorithms» more  AAECC 2002»
14 years 9 months ago
Lattice Structure and Linear Complexity of Nonlinear Pseudorandom Numbers
It is shown that a q-periodic sequence over the finite field Fq passes an extended version of Marsaglia's lattice test for high dimensions if and only if its linear complexity...
Harald Niederreiter, Arne Winterhof