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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
169
Voted
WWW
2006
ACM
16 years 7 months ago
Mining clickthrough data for collaborative web search
This paper is to investigate the group behavior patterns of search activities based on Web search history data, i.e., clickthrough data, to boost search performance. We propose a ...
Jian-Tao Sun, Xuanhui Wang, Dou Shen, Hua-Jun Zeng...
ACISICIS
2005
IEEE
16 years 11 days ago
A Performance Analysis Model of PC-Based Software Router Supporting IPv6-IPv4 Translation for Residential Gateway
: This paper presents a queuing analysis model of a PC-based software router supporting IPv6-IPv4 translation for residential gateway. The proposed models are M/G/1/K or MMPP-2/G/1...
Ssang-Hee Seo, In-Yeup Kong
INFOCOM
2000
IEEE
15 years 11 months ago
On the Placement of Internet Instrumentation
— The IDMaps project aims to provide a distance map of the Internet from which relative distances between hosts on the Internet can be gauged [1]. Many distributed systems and ap...
Sugih Jamin, Cheng Jin, Yixin Jin, Danny Raz, Yuva...
PERCOM
2006
ACM
16 years 6 months ago
Electronic Prescriptions: A Ubiquitous Solution using Jini
Ubiquitous computing has thus far not touched the realm of electronic prescriptions. This paper describes a Jini-based solution for electronic prescriptions, which allows for thei...
Gheorghita Ghinea, Arash Moradi, Shervin Asgari, T...