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University of Texas at El Paso

Applied Mathematics

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Full-Text Articles in Computer Engineering

Minimax Portfolio Optimization Under Interval Uncertainty, Meng Yuan, Xu Lin, Junzo Watada, Vladik Kreinovich Jan 2015

Minimax Portfolio Optimization Under Interval Uncertainty, Meng Yuan, Xu Lin, Junzo Watada, Vladik Kreinovich

Departmental Technical Reports (CS)

In the 1950s, Markowitz proposed to combine different investment instruments to design a portfolio that either maximizes the expected return under constraints on volatility (risk) or minimizes the risk under given expected return. Markowitz's formulas are still widely used in financial practice. However, these formulas assume that we know the exact values of expected return and variance for each instrument, and that we know the exact covariance of every two instruments. In practice, we only know these values with some uncertainty. Often, we only know the bounds of these values -- i.e., in other words, we only know the ...


Observable Causality Implies Lorentz Group: Alexandrov-Zeeman-Type Theorem For Space-Time Regions, Olga Kosheleva, Vladik Kreinovich Jun 2014

Observable Causality Implies Lorentz Group: Alexandrov-Zeeman-Type Theorem For Space-Time Regions, Olga Kosheleva, Vladik Kreinovich

Departmental Technical Reports (CS)

The famous Alexandrov-Zeeman theorem proves that causality implies Lorentz group. The physical meaning of this result is that once we observe which event can causally affect which other events, then, using only this information, we can reconstruct the linear structure of the Minkowski space-time. The original Alexandrov-Zeeman theorem is based on the causality relation between events represented by points in space-time. Knowing such a point means that we know the exact moment of time and the exact location of the corresponding event - and that this event actually occurred at a single moment of time and at a single spatial location ...