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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...
ICDM
2008
IEEE
113views Data Mining» more  ICDM 2008»
16 years 1 months ago
Online Reliability Estimates for Individual Predictions in Data Streams
Several predictive systems are nowadays vital for operations and decision support. The quality of these systems is most of the time defined by their average accuracy which has lo...
Pedro Pereira Rodrigues, João Gama, Zoran B...
APSEC
2004
IEEE
15 years 10 months ago
Tool Supported Development of Service-Based Systems
Service-based systems engineering is a recent paradigm that has proven useful for the development of multifunctional systems, whose functions may be used in different contexts and...
Martin Deubler, Johannes Grünbauer, Gerhard P...
JSW
2008
123views more  JSW 2008»
15 years 6 months ago
Component-oriented Reliability Analysis and Optimal Version-upgrade Problems for Open Source Software
The current software development environment has been changing into new development paradigms such as concurrent distributed development environment and the so-called open source p...
Yoshinobu Tamura, Shigeru Yamada
IMC
2005
ACM
16 years 6 days ago
Exploiting Internet Route Sharing for Large Scale Available Bandwidth Estimation
Recent progress in active measurement techniques has made it possible to estimate end-to-end path available bandwidth. However, how to efficiently obtain available bandwidth info...
Ningning Hu, Peter Steenkiste