Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
This paper examines the behavioral phenomena that occur with the tuning of the binomial-3 problem. Our analysis identifies a distinct set of phenomena that may be generalizable to...
Omer A. Chaudhri, Jason M. Daida, Jonathan C. Khoo...
Variable selection consists in identifying a k-subset of a set of original variables that is optimal for a given criterion of adequate approximation to the whole data set. Several...
Current multimodal registration methods almost always rely on local gradient-descent type optimization strategies. Such registration methods often converge to an incorrect local o...
In this paper an optimization based model order reduction (MOR) framework is proposed. The method involves setting up a quasiconvex program that explicitly minimizes a relaxation ...