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IMCSIT
2010
15 years 4 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
EDBT
2009
ACM
165views Database» more  EDBT 2009»
15 years 4 months ago
Exploiting the power of relational databases for efficient stream processing
Stream applications gained significant popularity over the last years that lead to the development of specialized stream engines. These systems are designed from scratch with a di...
Erietta Liarou, Romulo Goncalves, Stratos Idreos
TASE
2011
IEEE
15 years 1 months ago
Multiclass Flow Line Models of Semiconductor Manufacturing Equipment for Fab-Level Simulation
—For multiclass flow line models, we identify a class of service times that allow a decomposition of the system into subsets of servers called channels. In each channel, the cus...
James R. Morrison
PLDI
2011
ACM
14 years 9 months ago
Isolating and understanding concurrency errors using reconstructed execution fragments
In this paper we propose Recon, a new general approach to concurrency debugging. Recon goes beyond just detecting bugs, it also presents to the programmer short fragments of buggy...
Brandon Lucia, Benjamin P. Wood, Luis Ceze
SDM
2011
SIAM
256views Data Mining» more  SDM 2011»
14 years 9 months ago
Temporal Structure Learning for Clustering Massive Data Streams in Real-Time
This paper describes one of the first attempts to model the temporal structure of massive data streams in real-time using data stream clustering. Recently, many data stream clust...
Michael Hahsler, Margaret H. Dunham