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SIAMJO
2010
155views more  SIAMJO 2010»
15 years 1 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
ECCV
2004
Springer
16 years 8 months ago
Dynamic Visual Search Using Inner-Scene Similarity: Algorithms and Inherent Limitations
Abstract. A dynamic visual search framework based mainly on innerscene similarity is proposed. Algorithms as well as measures quantifying the difficulty of search tasks are suggest...
Tamar Avraham, Michael Lindenbaum
ICDE
2008
IEEE
146views Database» more  ICDE 2008»
16 years 8 months ago
Handling Uncertain Data in Array Database Systems
Scientific and intelligence applications have special data handling needs. In these settings, data does not fit the standard model of short coded records that had dominated the dat...
Tingjian Ge, Stanley B. Zdonik
ICDE
2006
IEEE
188views Database» more  ICDE 2006»
16 years 8 months ago
Efficiently Evaluating Order Preserving Similarity Queries over Historical Market-Basket Data
We introduce a new domain-independent framework for formulating and efficiently evaluating similarity queries over historical data, where given a history as a sequence of timestam...
Reza Sherkat, Davood Rafiei
DAC
2004
ACM
16 years 7 months ago
STAC: statistical timing analysis with correlation
Current technology trends have led to the growing impact of both inter-die and intra-die process variations on circuit performance. While it is imperative to model parameter varia...
Jiayong Le, Xin Li, Lawrence T. Pileggi