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IOR
2010
71views more  IOR 2010»
15 years 4 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
SIAMCO
2010
97views more  SIAMCO 2010»
15 years 2 months ago
Real-Time Nonlinear Optimization as a Generalized Equation
Abstract. We establish results for the problem of tracking a time-dependent manifold arising in realtime optimization by casting this as a parametric generalized equation. We demon...
Victor M. Zavala, Mihai Anitescu
ICDAR
2011
IEEE
14 years 7 months ago
Word Retrieval in Historical Document Using Character-Primitives
Word searching and indexing in historical document collections is a challenging problem because, characters in these documents are often touching or broken due to degradation/agei...
Partha Pratim Roy, Jean-Yves Ramel, Nicolas Ragot
CVPR
2012
IEEE
13 years 10 months ago
Boosting algorithms for simultaneous feature extraction and selection
The problem of simultaneous feature extraction and selection, for classifier design, is considered. A new framework is proposed, based on boosting algorithms that can either 1) s...
Mohammad J. Saberian, Nuno Vasconcelos
LICS
2012
IEEE
13 years 10 months ago
A Higher-Order Distributed Calculus with Name Creation
—This paper introduces HOpiPn, the higher-order pi-calculus with passivation and name creation, and develops an equivalence theory for this calculus. Passivation [Schmitt and Ste...
Adrien Piérard, Eijiro Sumii