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ICASSP
2011
IEEE
14 years 10 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
DOA
2000
116views more  DOA 2000»
15 years 7 months ago
Jini Technology Applied to Railway Systems
In the world of pervasive computing where large management systems, as well as small devices, all become interconnected, the problem of the configuration and management of network...
Txomin Nieva, Andreas Fabri, Abdenbi Benammour
EDOC
2000
IEEE
15 years 10 months ago
A Component-Based Groupware Development Methodology
Software development in general and groupware applications in particular can greatly benefit from the reusability and interoperability aspects associated with software components....
Cléver Ricardo Guareis de Farias, Luí...
CCGRID
2008
IEEE
16 years 26 days ago
Experiences with Fine-Grained Distributed Supercomputing on a 10G Testbed
This paper shows how lightpath-based networks can allow challenging, fine-grained parallel supercomputing applications to be run on a grid, using parallel retrograde analysis on ...
Kees Verstoep, Jason Maassen, Henri E. Bal, John W...
SC
1992
ACM
15 years 10 months ago
Parallel Program Performance Metrics: A Comparison and Validation
There are many metrics designed to assist in the performance debugging of large-scale parallel applications. We describe a new technique, called True Zeroing, that permits direct ...
Jeffrey K. Hollingsworth, Barton P. Miller