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FS
2010
163views more  FS 2010»
14 years 7 months ago
On optimal portfolio diversification with respect to extreme risks
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
Georg Mainik, Ludger Rüschendorf
TOG
2012
232views Communications» more  TOG 2012»
13 years 7 days ago
Discovery of complex behaviors through contact-invariant optimization
We present a motion synthesis framework capable of producing a wide variety of important human behaviors that have rarely been studied, including getting up from the ground, crawl...
Igor Mordatch, Emanuel Todorov, Zoran Popovic
GECCO
2007
Springer
235views Optimization» more  GECCO 2007»
15 years 4 months ago
Expensive optimization, uncertain environment: an EA-based solution
Real life optimization problems often require finding optimal solution to complex high dimensional, multimodal problems involving computationally very expensive fitness function e...
Maumita Bhattacharya
ICS
2007
Tsinghua U.
15 years 4 months ago
Performance driven data cache prefetching in a dynamic software optimization system
Software or hardware data cache prefetching is an efficient way to hide cache miss latency. However effectiveness of the issued prefetches have to be monitored in order to maximi...
Jean Christophe Beyler, Philippe Clauss
CVPR
2004
IEEE
15 years 11 months ago
Atlanta World: An Expectation Maximization Framework for Simultaneous Low-Level Edge Grouping and Camera Calibration in Complex
Edges in man-made environments, grouped according to vanishing point directions, provide single-view constraints that have been exploited before as a precursor to both scene under...
Grant Schindler, Frank Dellaert