Bendheim Center for Finance

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  • 2007

    A combinatorial, primal-dual approach to semidefinite programs

    Arora, S. & Kale, S., 2007, STOC'07: Proceedings of the 39th Annual ACM Symposium on Theory of Computing. p. 227-236 10 p. (Proceedings of the Annual ACM Symposium on Theory of Computing).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    128 Scopus citations
  • A simple approximate analysis of the linear stability of ring systems

    Vanderbei, R. J., 2007, NEW TRENDS IN ASTRODYNAMICS AND APPLICATIONS III. p. 169-174 6 p. (AIP Conference Proceedings; vol. 886).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Externally occulted terrestrial planet finder coronagraph: Simulations and sensitivities

    Lyon, R. G., Heap, S., Lo, A., Cash, W., Starkman, G. D., Vanderbei, R. J., Kasdin, N. J. & Copi, C. J., 2007, UV/Optical/IR Space Telescopes: Innovative Technologies and Concepts III. 668719. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6687).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    14 Scopus citations
  • External occulters for direct observation of exoplanets: An overview

    Cash, W., Schindhelm, E., Arenberg, J., Lo, A., Polidan, R., Kasdin, J., Vanderbei, R., Kilston, S. & Noecker, C., 2007, UV/Optical/IR Space Telescopes: Innovative Technologies and Concepts III. 668712. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6687).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    23 Scopus citations
  • 2006

    A fast random sampling algorithm for sparsifying matrices

    Arora, S., Hazan, E. & Kale, S., 2006, Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques - 9th International Workshop on Approximation Algorithms for Combinatorial Optimization Problems, APPROX 2006 a. Springer Verlag, p. 272-279 8 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 4110 LNCS).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    54 Scopus citations
  • Closed-loop wavefront correction for high-contrast imaging: The "peak-a-boo" algorithm

    Give'on, A., Kasdin, N. J. & Vanderbei, R. J., 2006, Advanced Wavefront Control: Methods, Devices, and Applications IV. 63060T. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6306).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Scopus citations
  • Fabrication and characteristics of free standing shaped pupil masks for TPF-coronagraph

    Balasubramanian, K., Echternach, P. M., Dickie, M. R., Muller, R. E., White, V. E., Hoppe, D. J., Shaklan, S. B., Belikov, R., Jeremy Kasdin, N., Vanderbei, R. J., Ceperley, D. & Neureuther, A. R., 2006, Space Telescopes and Instrumentation I: Optical, Infrared, and Millimeter. 62653N. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6265 II).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    14 Scopus citations
  • Hybrid pupil mapping/masking systems for high-contrast imaging

    Vanderbei, R. J., 2006, Space Telescopes and Instrumentation I: Optical, Infrared, and Millimeter. 62651E. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6265 I).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • New approximation guarantee for chromatic number

    Arora, S., Chlamtac, E. & Charikar, M., Sep 5 2006, STOC'06: Proceedings of the 38th Annual ACM Symposium on Theory of Computing. p. 215-224 10 p. (Proceedings of the Annual ACM Symposium on Theory of Computing; vol. 2006).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    55 Scopus citations
  • Telescope to Observe Planetary Systems (TOPS): A high throughput 1.2-m visible telescope with a small inner working angle

    Guyon, O., Angel, J. R. P., Bowers, C., Burge, J., Burrows, A. S., Codona, J., Greene, T., Iye, M., Kasting, J., Martin, H., McCarthy, D. W., Meadows, V., Meyer, M., Pluzhnik, E. A., Sleep, N., Spears, T., Tamura, M., Tenerelli, D., Vanderbei, R. J., Woodgate, B., & 2 othersWoodruff, R. A. & Woolf, N. J., 2006, Space Telescopes and Instrumentation I: Optical, Infrared, and Millimeter. 62651R. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6265 I).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Scopus citations
  • Toward 10 10 contrast for terrestrial exoplanet detection: Demonstration of wavefront correction in a shaped-pupil coronagraph

    Belikov, R., Give'on, A., Trauger, J. T., Carr, M., Kasdin, N. J., Vanderbei, R. J., Shi, F., Balasubramanian, K. & Kuhnert, A., Oct 2 2006, Space Telescopes and Instrumentation I: Optical, Infrared, and Millimeter. 626518. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 6265 I).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    20 Scopus citations
  • 2005

    Fast algorithms for approximate semidefinite programming using the multiplicative weights update method

    Arora, S., Hazan, E. & Kale, S., 2005, Proceedings - 46th Annual IEEE Symposium on Foundations of Computer Science, FOCS 2005. p. 339-348 10 p. 1530726. (Proceedings - Annual IEEE Symposium on Foundations of Computer Science, FOCS; vol. 2005).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    94 Scopus citations
  • On non-approximability for quadratic programs

    Arora, S., Berger, E., Hazan, E., Kindler, G. & Safra, M., 2005, Proceedings - 46th Annual IEEE Symposium on Foundations of Computer Science, FOCS 2005. p. 206-215 10 p. 1530715. (Proceedings - Annual IEEE Symposium on Foundations of Computer Science, FOCS; vol. 2005).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    58 Scopus citations
  • Wavefront amplitude and phase correction for high contrast imaging using Fourier decomposition

    Give'on, A., Kasdin, N. J. & Vanderbei, R. J., Jan 1 2005, Adaptive Optics: Methods, Analysis and Applications, AOPT 2005. Optical Society of America

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Wavefront amplitude and phase correction for high contrast imaging using Fourier decomposition

    Give'on, A., Kasdin, N. J. & Vanderbei, R. J., 2005, Adaptive Optics: Methods, Analysis and Applications, AOPT 2005. Optical Society of America (OSA), (Optics InfoBase Conference Papers).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Wavefront amplitude and phase correction for high contrast imaging using Fourier decomposition

    Give'on, A., Jeremy Kasdin, N. & Vanderbei, R. J., 2005, Signal Recovery and Synthesis, SRS 2005. Optical Society of America, (Optics InfoBase Conference Papers).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • Wavefront Amplitude and Phase Correction for High Contrast Imaging using Fourier Decomposition

    Give’on, A., Jeremy Kasdin, N. & Vanderbei, R. J., 2005, Adaptive Optics: Methods, Analysis and Applications, AOPT 2005. Optica Publishing Group (formerly OSA), JTuB3. (Optics InfoBase Conference Papers).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 2003

    A note on the representational incompatibility of function approximation and factored dynamics

    Allender, E., Arora, S., Kearns, M., Moore, C. & Russell, A., Jan 1 2003, Advances in Neural Information Processing Systems 15 - Proceedings of the 2002 Conference, NIPS 2002. Neural information processing systems foundation, (Advances in Neural Information Processing Systems).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Scopus citations
  • Efficient estimation of the Hurst parameter in high frequency financial data with seasonalities using wavelets

    Bayraktar, E., Poor, H. V. & Sircar, K. R., Jan 1 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 309-316 8 p. 1196276. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr); vol. 2003-January).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    3 Scopus citations
  • 2002

    A randomized online algorithm for bandwidth utilization

    Arora, S. & Brinkmann, B., 2002, Proceedings of the 13th Annual ACM-SIAM Symposium on Discrete Algorithms, SODA 2002. Association for Computing Machinery, p. 535-539 5 p. (Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms; vol. 06-08-January-2002).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    13 Scopus citations
  • 2001

    Approximation schemes for geometric NP-hard problems: A survey

    Arora, S., Jan 1 2001, FST TCS 2001: Foundations of Software Technology and Theoretical Computer Science - 21st Conference, Proceedings. Hariharan, R., Vinay, V. & Mukund, M. (eds.). Springer Verlag, p. 16-17 2 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 2245).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Scopus citations
  • 2000

    Approximation algorithms that take advice

    Arora, S., 2000, Approximation Algorithms for Combinatorial Optimization - 3rd International Workshop, APPROX 2000, Proceedings. Jansen, K. & Khuller, S. (eds.). Springer Verlag, p. 1 1 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 1913).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1998

    Polynomial-time approximation scheme for weighted planar graph TSP

    Arora, S., Grigni, M., Karger, D., Klein, P. & Woloszyn, A., Dec 1 1998, Proceedings of the Annual ACM-SIAM Symposium on Discrete Algorithms. Anon (ed.). SIAM, p. 33-41 9 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    97 Scopus citations
  • 1997

    Interior point methods for sea-bottom image enhancement

    Carmona, R. A. & Zhong, S., Dec 1 1997, Proceedings of SPIE - The International Society for Optical Engineering. Society of Photo-Optical Instrumentation Engineers, p. 132-137 6 p. (Proceedings of SPIE - The International Society for Optical Engineering; vol. 3079).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    2 Scopus citations
  • Nearly linear time approximation schemes for Euclidean TSP and other geometric problems

    Arora, S., 1997, Randomization and Approximation Techniques in Computer Science - International Workshop, RANDOM 1997, Proceedings. Rolim, J. (ed.). Springer Verlag, (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 1269).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • 1996

    Solving robust optimization models in finance

    Mulvey, J. M., Dec 1 1996, IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr). IEEE, p. 1-13 13 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

    4 Scopus citations
  • 1986

    Nonlinear network programming on a vector supercomputer

    Zenios, S. A. & Mulvey, J. M., Feb 1 1986, Proceedings of the 1986 ACM 14th Annual Conference on Computer Science, CSC 1986. Association for Computing Machinery, Inc, 1 p.

    Research output: Chapter in Book/Report/Conference proceedingConference contribution