Publications scientifiques

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A new multi-objective approach for the portfolio selection problem with skewness
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C.F. Lee, Advances in Quantitative Analysis of Finance and Accounting, 9, Airiti Press, Taiwan, 317–355, 2011 référence BibTeX
Scheduling continuous-time Kalman filters
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IEEE Transactions on Automatic Control, 56(6), 1381–1394, 2011 référence BibTeX
Bound constraints for point packing in a square
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CTW11 Proceedings, Università di Roma 3, 126–129, 2011 référence BibTeX
Bruno Simeone's Work in Clustering
CTW11 Proceedings, Università di Roma 3, page 11, 2011 référence BibTeX
The price of equity in the hazmat transportation problem
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CTW11 Proceedings, Università di Roma 3, 235–238, 2011 référence BibTeX
A unified framework for dynamic prediction market design
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Operations Research, 59(3), 550–568, 2011 référence BibTeX
Feedback control of the national airspace system
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Journal of Guidance, Control, and Dynamics, 34(3), 832–846, 2011 référence BibTeX
Forecasting temperature to price CME temperature derivatives
International Journal of Forecasting, 27(2), 602–618, 2011 référence BibTeX
Resource-constrained LQR control under fast sampling
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Proceedings of the 14th conference on Hybrid Systems: Computation and Control (HSCC), Chicago, USA, 271–280, 2011 référence BibTeX
Heterogeneous Basket Options Pricing Using Analytical Approximations
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Multinational Finance Journal, 15(1-2), 47–85, 2011 référence BibTeX