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[PDF] from arxiv.orgJ de Gier… - Arxiv preprint arXiv:1101.3235, 2011 - arxiv.org
Introduction. One of the main open problems in clas- sical statistical physics is the formulation
and deriva- tion of simple laws that determine macroscopic quanti- ties in strongly interacting
systems far from equilibrium. A broad class of nonequilibrium systems can be charac- ...
Cited by 4 - Related articles - All 3 versions
H Konno - Stochastic Programming, 2011 - Springer
Portfolio optimization is one of the most actively studied areas in stochastic optimization. The
objective here is to control the distribution of the return of the portfolio (a bundle of assets) so
as to maximize the utility of risk-averse investors. It is widely known that those ...
Cited by 22 - Related articles - BL Direct - All 5 versions
[PDF] from arxiv.orgVYF Tan, A Anandkumar, L Tong… - … , IEEE Transactions on, 2011 - ieeexplore.ieee.org
Abstract—The problem of maximum-likelihood (ML) estima- tion of discrete tree-structured distributions
is considered. Chow and Liu established that ML-estimation reduces to the construc- tion of a
maximum-weight spanning tree using the empirical mutual information quantities as the ...
Cited by 22 - Related articles - All 23 versions
V Popkov… - Physical Review E, 2011 - APS
Large deviation functions for an exactly solvable lattice gas model of diffusing particles on a
ring, subject to pair annihilation and creation, are obtained analytically using exact free-fermion
techniques. Our findings for the large deviation function for the current are compared to ...
[PDF] from rieti.go.jpE Ogawa… - Discussion Papers (by fiscal year), 2011 - rieti.go.jp
Page 1. RIETI Discussion Paper Series 08-E -010 Widening Deviation among East Asian
Currencies * March 15, 2008 Eiji Ogawa a and Taiyo Yoshimi b Abstract ... and deviations (AMU
Deviation Indicators) of the East Asian currencies from the average values. ...
Cited by 15 - Related articles - All 2 versions

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