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EOR
2006
97views more  EOR 2006»
15 years 6 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
MPC
2010
Springer
181views Mathematics» more  MPC 2010»
15 years 11 months ago
Process Algebras for Collective Dynamics
d Abstract) Jane Hillston Laboratory for Foundations of Computer Science, The University of Edinburgh, Scotland Quantitative Analysis Stochastic process algebras extend classical p...
Jane Hillston
ASPLOS
2010
ACM
15 years 10 months ago
Butterfly analysis: adapting dataflow analysis to dynamic parallel monitoring
Online program monitoring is an effective technique for detecting bugs and security attacks in running applications. Extending these tools to monitor parallel programs is challeng...
Michelle L. Goodstein, Evangelos Vlachos, Shimin C...
PERCOM
2005
ACM
16 years 9 days ago
A Learning Model for Trustworthiness of Context-Awareness Services
When ubiquitous computing devices access a contextawareness service, such as a location service, they need some assurance that the quality of the information received is trustwort...
Markus C. Huebscher, Julie A. McCann
CADE
2000
Springer
15 years 11 months ago
Two Techniques to Improve Finite Model Search
Abstract. This article introduces two techniques to improve the propagation efficiency of CSP based finite model generation methods. One approach consists in statically rewriting ...
Gilles Audemard, Belaid Benhamou, Laurent Henocque