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Optimal robust mean-variance hedging in incomplete financial markets

by N. Lazrieva, T. Toronjadze - Journal of Mathematical Sciences
"... Abstract. Optimal B-robust estimate is constructed for multidimensional parameter in drift coefficient of diffusion type process with small noise. Optimal mean-variance robust (optimal V-robust) trading strategy is find to hedge in mean-variance sense the contingent claim in incomplete financial mar ..."
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Abstract. Optimal B-robust estimate is constructed for multidimensional parameter in drift coefficient of diffusion type process with small noise. Optimal mean-variance robust (optimal V-robust) trading strategy is find to hedge in mean-variance sense the contingent claim in incomplete financial

Unclassified

by Iard Ma, Daag--k A, Page Read, Istructionsreport Docmentation, Paebefore Completig Form, Tow Elvezio Ronchetti, James H. Yen, Is. Decl Assi, Fication Down, Gradi Ng
"... LA _ The view, opinions, and/or findings contained in this report are C.6i those of the author(s) and should not be construed as an official Department of the Army position, policy, or decision, unless so AcnjpI ( 4 nthpr tinrimpntjatinin I.KEY WORDS aOiiv n reverse side it necessary and Identity by ..."
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variance of R-estimators. This allows us to construct the optimal V-robust R-estimator that minimizes the aymptotic variance at the model, under the side condition of a bounded change-of variance function. Finally, we discuss the connection between this function and an in-fluence function for two

Optimize

by Kyle H. Montgomery, Qiong Nian, Xin Zhao, Haoyu U. Li, Gary J. Cheng, Thomas N. Jackson, Jerry M. Woodall
"... As an alternative to common thin-film solar cells based on CdTe and CIGS, III-V-based devices could be produced with non-toxic elements and would be more robust for use in extraterrestrial applications where large-area, low-cost cells are desired. The high absorption coefficient of many III-Vs make ..."
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As an alternative to common thin-film solar cells based on CdTe and CIGS, III-V-based devices could be produced with non-toxic elements and would be more robust for use in extraterrestrial applications where large-area, low-cost cells are desired. The high absorption coefficient of many III-Vs make

The Hierarchical Basis Multigrid Method

by Randolph E. Bank, Todd F. Dupont, Harry Yserentant - Numer. Math , 1987
"... We derive and analyze the hierarchical basis-multigrid method for solving discretizations of self-adjoint, elliptic boundary value problems using piecewise linear triangular finite elements. The method is analyzed as a block symmetric Gau-Seidel iteration with inner iterations, but it is strongly re ..."
Abstract - Cited by 118 (15 self) - Add to MetaCart
related to 2-level methods, to the standard multigrid V-cycle, and to earlier Jacobi-like hierarchical basis methods. The method is very robust, and has a nearly optimal convergence rate and work estimate. It is especially well suited to difficult problems with rough solutions, discretized using highly

Robust processivity of myosin V under off-axis loads

by Yusuke Oguchi, Sergey V Mikhailenko, Takashi Ohki, Adrian O Olivares, Enrique M De La Cruz , 2010
"... The dimeric motor myosin V transports organelles along actin filament tracks over long distances in cells. Myosin V is a smart ‘walker ’ that is able to swiftly adjust to variable ‘road conditions ’ to continue its processive movement across dense cellular environments. Coordination between the two ..."
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owing to asymmetrical ADP affinities and that the native 6IQ lever optimizes the subunit coordination, which indicates that myosin V is designed to be an intracellular transporter. © 2010 Nature America, Inc. All rights reserved. Myosin V transports cargos toward the barbed end of actin filaments

An Optimal Edge-Robust Identifying Code in the Triangular Lattice

by Iiro Honkala - ANNALS OF COMBINATORICS , 2004
"... A subset C of vertices in an undirected graph G = (V; E) is called a 1-identifying code if the sets I(v) = fu 2C: d(u; v) 1g, v 2 V, are non-empty and no two of them are the same set. A 1-identifying code C is called 1-edge-robust 1-identifying if it is 1-identifying in every graph G1 obtained fr ..."
Abstract - Cited by 6 (0 self) - Add to MetaCart
A subset C of vertices in an undirected graph G = (V; E) is called a 1-identifying code if the sets I(v) = fu 2C: d(u; v) 1g, v 2 V, are non-empty and no two of them are the same set. A 1-identifying code C is called 1-edge-robust 1-identifying if it is 1-identifying in every graph G1 obtained

SYSTEMS & CONTROL LETTERS c ○ Elsevier Science B.V. 2002 A Robustness Result for Stochastic Control

by Gino Favero, Wolfgang J. Runggaldier
"... The solution of a stochastic control problem depends on the underlying model. The actual real world model may not be known precisely and so one solves the problem for a hypothetical model, that is in general different but close to the real one; the optimal (or nearly optimal) control of the hypothet ..."
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The solution of a stochastic control problem depends on the underlying model. The actual real world model may not be known precisely and so one solves the problem for a hypothetical model, that is in general different but close to the real one; the optimal (or nearly optimal) control

Signing a Linear Subspace: Signature Schemes for Network Coding

by Dan Boneh, David Freeman, Jonathan Katz, Brent Waters
"... Abstract. Network coding offers increased throughput and improved robustness to random faults in completely decentralized networks. In contrast to traditional routing schemes, however, network coding requires intermediate nodes to modify data packets en route; for this reason, standard signature sch ..."
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Abstract. Network coding offers increased throughput and improved robustness to random faults in completely decentralized networks. In contrast to traditional routing schemes, however, network coding requires intermediate nodes to modify data packets en route; for this reason, standard signature

Robust Design of a Dynamically Controlled Low-Power Level-up Shifter Operation up to 300V,” the second

by Zhengrong Huang, Yvon Savaria, Mahamad Sawan - IEEE Northeast Workshop on Circuits and systems , 2004
"... Abstract: A new low-power level-up shifter circuit is presented. This circuit produces a digital output signal in the 0 – 300V range from a digital input signal in the 0 – 5V range. The proposed circuit reduces power through two key features: Dynamic charge control reduces the power dissipated in th ..."
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in the level-up stage, and a “break before make ” logic reduces the short-circuit power of the output stage. Detailed design methodology and optimized circuits for different voltage ranges are described in this paper. This circuit is designed under DALSA Semiconductor’s 0.8µm 5V/HV CMOS/DMOS technology

A 2.60 pJ/inst subthreshold sensor processor for optimal energy efficiency,”

by Bo Zhai , Leyla Nazhandali , Javin Olson , Anna Reeves , Michael Minuth , Ryan Helfand , Sanjay Pant , David Blaauw , Todd Austin - in Proceedings of the IEEE Symposium on VLSI Circuits, Digest of Technical Papers (VLSIC ’06), , 2006
"... Abstract A 2.6pJ/Inst subthreshold sensor processor designed for energy efficiency has been fabricated. A two-stage micro-architecture was implemented to mitigate the impact of process variation in subthreshold operation. Careful library cell selection and robust SRAM design enabled fully functiona ..."
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functional operation from 1.2V to 200mV. We analyze the variation in frequency and optimal voltage and evaluate the need for adaptive control. The processor reaches maximum energy efficiency at 360mV, consuming 2.6pJ/Inst at 833kHz. The minimum energy consumption of the core marks a 10X improvement over
Results 1 - 10 of 461