We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Interval constraints can be used to solve problems in numerical analysis. In this paper we show that one can improve the performance of such an interval constraint program by the ...
We present the architecture of the Rosser toolkit that allows optimisations to be specified in a domain specific language, then compiled and deployed towards optimising object prog...
This is a study of a technique for deriving the session type of a program written in a statically typed imperative language from its control flow. We impose on our unlabelled sess...
We consider the multiple-response regression problem, where the response is subject to sparse gross errors, in the high-dimensional setup. We propose a tractable regularized M-est...