We consider models which generalize the Volatility-Stabilized Markets introduced in Fernholz and Karatzas (2005) in the context of Stochastic Portfolio Theory. We show how to construct a weak solution of the underlying system of stochastic differential equations, express the solution in terms of time changed squared-Bessel processes, and argue t...
Creator:
Pickova, Radka (Columbia University)
Created:
2012-05-19
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Generalized disjunctive programming (GDP) is an extension of the disjunctive programming paradigm developed by Balas. The GDP formulation involves Boolean and continuous variables that are specified in algebraic constraints, disjunctions and logic propositions, which is an alternative representation to the traditional algebraic mixed integer pro...
Creator:
Grossmann, Ignacio E. (Carnegie Mellon University)
Created:
2008-11-21
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Joint work with Cris Cecka and Pierre-David Letourneau (Stanford University).The fast multipole method (FMM) is a technique allowing the fast calculation of sums in O(N) or O(N ln N) steps with some prescribed tolerance. Original FMMs required analytical expansions of the kernel, for example using spherical harmonics or Taylor expansions. In rec...
Creator:
Darve, Eric Felix (Stanford University)
Created:
2010-08-02
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Chart of Generalized Geologic Section - Aquifers and Ground Water Movement prepared for the Metropolitan Council as a part of An Ecological Study for the Twin-Cities Metropolitan Area. Scale 1:250,000 (Cross-section)
Created:
1968
Contributed By:
University of Minnesota Libraries, John R. Borchert Map Library.
This lecture will generalize LS to weighted LS (WLS) and use WLS to connect with generalized linear models including logistic regression. Remote sensing data for cloud detection will be used.
Creator:
Yu, Bin (University of California, Berkeley)
Created:
2013-06-18
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
Many problems in image processing are addressed via the minimizationof a cost functional. The most prominently used optimizationtechnique is gradient-descent, often used due to its simplicity andapplicability where other techniques, e.g., those coming fromdiscrete optimization, can not be applied. Yet, gradient-descentsuffers from slow convergen...
Creator:
Bar, Leah (University of Minnesota, Twin Cities)
Created:
2009-03-24
Contributed By:
University of Minnesota, Institute for Mathematics and its Applications.
![Generalis totius imperii Russorum : novissima tabula magnam orbis terrarum partem a Polo Arctico usq[ue] ad mare Iaponicum et Chinae Septentrionalis confinia exhibens : cum via Czaricae nuper Legationis ex urbe Moscua per universam Tartariam ad magnu[m?] Chinae imperatorem. Early maps of Russia ;  no. 02](https://dkp5i0hinw9br.cloudfront.net/4a105fae7de9d335db474c3912ced3544b28c65c.png "Generalis totius imperii Russorum : novissima tabula magnam orbis terrarum partem a Polo Arctico usq[ue] ad mare Iaponicum et Chinae Septentrionalis confinia exhibens : cum via Czaricae nuper Legationis ex urbe Moscua per universam Tartariam ad magnu[m?] Chinae imperatorem. Early maps of Russia ;  no. 02")
